Maybe with a privateer commander you could do it? I never tried.
But I've had the experience you're talking about and it drives me bananas. I meet these jerks with a fleet to impress upon them the deadly danger they are in, and give them an armed escort through my territory. But the offending civ is often unrepentant and already hates me so there's nowhere for the diplomatic option to go. I considered capturing the ship or ships with a ring of my own ships that they couldn't escape from without firing on me and starting a war. In the event I think I just renewed hostilities with them when I was able and finished the job this time. Grrrrrr.