Well, it's an interesting approach, seklum. The mass of the capacitor would be a concern, as well as the mass of whatever you are using for those sticky electrodes (I imagine it's going to take more than a small dab of goo to do the trick).
You would need to fire it with enough velocity that they couldn't bat it out of the way, I think, but the problem here is that the energy from the kinetic impact goes up with the square of the velocity. Seems like there might be an acceptable spot under the curve for the mass of the capacitor vs. the velocity of the impact, however. Need some really small, lightweight, high-capacity, high-voltage capacitors.
Trying to get it to stick and conduct would seem to require some sort of gel, I'm not sure what. It would need to be conductive, of course, but perhaps only a magnitude or so greater than skin; in other words, still much lower than something like copper, so that part seems tractable. It would need to spread out on impact, but not "splatter".
You would need 2 electrodes, and they would have to be kept separate with some distance between them. They need to both make electrical contact on impact, with distance between them - if it hits on one side and sticks and the other electrode is hanging in the breeze it won't work.
Have you got anything on this? I would attack this thing first, seems to be the hard problem here. A fancy trigger and pretty much everything else can wait until you resolve the issues with the projectile's cap and electrodes.