A large mechanical is not necessary, but it gives you a little more of an advantage if the shot was not "perfect"
I've shot a couple with slick tricks, and if you hit them right, they don't go anywhere....maybe flop around for 5 -10 yds....and you definitely know you hit them!
I would imagine if they walk off and die, you hit them a little low.
Hit them in the upper wing bone, or where the wing meets the body, and they won't make it out of sight.
I do use a mechanical head now, wasp jak hammer 1 3/4" cut....I have had good luck with them.