This can be rather difficult to obtain if you're trying to kill 2 enemies at once with one shot. The Burner weapon (flamethrower) does not seem to work. It has to be done with bullets.

The easiest time to complete this is in the Old House, where there are lots of insects. You can sometimes find two of the giant flying insects on the walls fairly close to each other. Lining them up with a shotgun will work.

Also, attacking and shooting at Marguerite with the shotgun while she's sending insects at you seems to randomly unlock it sometimes (must be hitting the tons of flies and the bigger winged insect).