For short range, a shotgun with birdshot is pretty safe. The pellets aren't going to have much velocity on the way down to do any harm.
For longer range, there are a lot of options, but an interceptor drone is probably pretty good. You do have to worry about the drone pieces hitting something, most drones aren't that heavy but I would not want to be hit by one.
Still this is much safer than firing explosive shells.
The reality doesn't match all these armchair specialists takes on HN though. Neither Russia nor Ukraine can defend their critical infrastructure... and they're all in, at war, with 0 regards for safety and side effects.
What happens if you interceptors locks in on the plane behind the drone, of falls down on the school behind the naval base ? Planes are shot down all the time, even military planes by friendly fire. I even doubt European countries have legal ways to start shooting down aircrafts during peace time
I guess I'm talking about drone defense in more of a "Coast Guard" scenario than a "Navy" one. If there is some mass drone swarm coming at your cities you probably want to take a Navy approach and shoot them down by whatever means necessary.
In the case we're talking about though, the Russians are just able to fly their drones over European countries with impunity. Now these may not yet be armed, but you can't just let another country violate your sovereignty. If a drone is operating very close to a commercial aircraft, or there's a good chance of collateral damage, you may choose not to shoot it down, but you do need to demonstrate that you have some defense and that there's a good chance that they will be shot down.
For longer range, there are a lot of options, but an interceptor drone is probably pretty good. You do have to worry about the drone pieces hitting something, most drones aren't that heavy but I would not want to be hit by one.
Still this is much safer than firing explosive shells.