Killing a stunned alien only seems to work with weapons that do area damage (for instance: grenade launcher or grenades) even though the chance to hit shows 100% for a standard weapon such as the laser rifle.
Stunning happens extremely frequently for aliens, for instance, just when being hit by a plasma rifle snapshot from reaction fire. (It's a great help however.) It never happened for me yet. What determines whether a unit gets stunned ?
Not sure whether these are bugs... I try to kill stunned aliens, because I've seen them "reviving", especially Ortnoks. Now, if that happens right in my back...