Yes they are protected birds and from what I understand a lot of them are banded so they can follow the birds. I would be careful about taking one of them out. If I were you I would just net my pond untill they get tired and leave.
I dont blame you for wanting to get rid of it though as we put a lot of money into our koi and dont want anything eating them. High priced meal for a bird and the pain it cause you is enough to make you want to kill it.