I swear I remember crushing enemies skull after they were dead with the end of a baseball bat. Skull fragments went everywhere, trying to remember what button to press to try it again in game. This was done during Normal game play not execution cutscenes. Can someone confirm? 
 

I played this on ps2 in 2003-2004 so maybe that was a different version to the one for PS4 PlayStation store?

If I understood you correctly, then for this you need to approach the corpse and press the strike button while at its head. Moreover, if the victim is near the wall, then his brains will stick to the wall for some time, and then expire