Possum threat. Kill it or leave it

[stevealexo]

So we have 2 small dog one being a 5.5 pound toy yorkie and the other being a fat mix. Point is we let them in the backyard all the time to go pee at night. But the other day I heard a skunk being killed by something. Good chance it was attacked by a possum. I've never seen one around here. But a few months ago. One yorkie was barking like crazy at something in the shadows. So I went to go see what it was and it started hissing at me. But I could tell it wasn't a cat. So it leads me to belive we have a possum running around killing small critters. I've also found dead squirrels around. So I'm thinking about trapping and or killing this possum if I can bait it out of the shadows. But the tricky thing is I only have a pellet gun. What do you guys think I should do?