Having read through this thread, I thought I would tender this idea:
Skeleton Arrow
A skeleton arrow is actually a Tiny streamlined skeleton, with its clawed hands held above its head creating an arrowhead shape.
It can be fired like a normal arrow. On a hit, it does normal arrow damage, and then gets out of arrow shape and attacks. It gets an automatic grapple attempt and then (whether the attempt succeeds or not) attacks until destroyed.
On a successful critical hit, the skeleton is imbedded in the target. Instead of the automatic grapple check, it starts tearing at the targets internal organs, doing 1 point of damage per round. It continues doing this until pulled out (causing the target 1d6 damage), at which point it starts attacking whoever is holding it.
What sort of bonus equivalent would this be? I rekon about +3, as a ball park.