It is very common these days,although does need do be done under licence. These are easy to get however with the push in certain areas for more trees,crop protection,etc. You can even get a licence to shoot them at night.
Hundreds of deer are shot out of season, here in scotland anyway. Many estates treat them as vermin, due to them carrying tick wich makes them a threat to grouse, they are shot on site on several estates i know whatever the time of year.