Don't Hesitate
If you are not sure if the zombie you shot is really dead shoot it one more time in the head or use a blunt object with a good weight to it and beat it's head in. Or if one of your friends or a person in your survivor group is bit there are three options, wait untill they turn and blow thier head off or kill them right then or the third option let them go out fighting and get the hell out of there.