I felt bad about killing wild animals in the game too... but there is a way around it in some situations.
In the Impress the Grandmother of Grandmothers quest in the OC you can lead enemy troops towards the wild animals which will actually attack them... the enemy troops attack them back and its win win for you
I also think you can fence in bears and wolves with some casualties (use your Knight to distract the bear) but hey if your Settlers are willing to lay down their lives for you... just remember that bears get hungry when they cant get food so your mini zoo is kinda cruel.
But I understand your need for a Harvest Moon approach... since your Settlers cant grow vegetables and are immune to scurvy I dont think its gonna happen any time soon.
Why couldnt they just let you eat bears, lions and wolves and use their skins for leather? They could have made cooler clothes for the Settlers!
In Age of Empires you can eat wild animals or not eat them. Its kinda like when you see good elements in games and wish they'd just combine them, eh? Anyways... it doesnt let you kill humans half the time either...
Besides all that, you could always send a thief to your enemies' storehouse to steal resources... hopefully some food - if possible.