1) How much damage a brain can take before it's incapable of experiencing.
2) How fast a brain can have an experience.
3) How long it would take for a supersonic shotgun slug to reach point 1.
I'm extremely skeptical that point 2 is fast enough to meet the deadline imposed by point 3. I suppose I can't say it's impossible, but it seems very unlikely.
For that matter though, let's suppose point 2 is fast enough to meet the deadline. We don't actually know if that is a more unpleasant death experience than being hanged or decapitated. We can speculate about which experience is the worst, but none of the dead can actually report back to us with real data. My personal suspicion is that decapitation is the most unpleasant, since there is a strong possibility you will be conscious long enough to experience your situation, and that experience will be truly unpleasant. But who knows.
But what if an intact brain is an important part of navigating the first 10 minutes or so of the experience of being dead?
I prefer not to have my brain mushed at all, and let it very slowly decompose. Certainly the first hours of being dead, while it's still possible that electrical or chemical activity in the brain is ongoing, I prefer for it to be intact and at peace.
In my model of the world, perhaps a brain slowly ramping down is a pleasant experience. That's totally conceivable to me. However the brain being instantly disassembled faster than it can have experiences would be the absence of experience, be it a pleasant or unpleasant.
But even then, we can't know the difference in experience for brain matter sprayed all over the room vs contained in one place.
A materialistic model asks us to question what happens when the material in question is rapidly separated and damaged, no?
Are individual pieces of cortex capable of experiencing distress for the minutes or hours in question? We have no idea.