Obviously extremely uncommon, but I remember there being some guy that survived both a firing squad's volley and the subsequent mercy shot to the head. Might have been in...Spain?

searches

Mexico.

https://en.wikipedia.org/wiki/Wenceslao_Moguel

Wenceslao Moguel Herrera (1 November 1896[1] – 29 July 1976), known in the press as El Fusilado (Spanish: "The Shot One"[a]), was a Mexican soldier under Pancho Villa who was captured on 18 March 1915 during the Mexican Revolution, and survived execution by firing squad.[2][3][4]

He was sentenced to death without a trial, and was shot 8–9 times in the body. He received the coup de grâce, or one final shot to the head at point-blank range to ensure death, yet managed to survive, though he was permanently scarred and disfigured by the event.[4][2]

Yeah.... Cruelty is the point. It's kinda ridiculous how bad the state is at killing people when they try to sanitize their actions. Any dentist could tell you how to execute a person painlessly. If you just start a normal nitrous oxide/oxygen mix and then up the nitrous to a hundred percent over time, or if you wanted to go even faster have them switch to regular nitrogen, we could avoid all this.

But I don't think the state would allow prisoners to go out in a manor that was pleasant or even pleasurable.