Oftentimes rats' tails will actually separate the skin and/or you won't have the momemtum needed to kill them that way. A pillowcase can work out well, because you can get a little more momentum and it doesn't much matter if the rat shifts position a little. You might want to switch to a brick wall, tree, floor, or some surface other than a countertop, though, as sometimes the pillowcase seam will split.