I've seen Batman throw batarangs with full force straight at Joker's head and of course, Joker dodges it but the batarang then becomes embedded into the wall behind him. Wouldn't that be enough to kill someone if it actually connected?

batarangs have their own discussion section??? 
 
 
anyway, yes, like all of batman's weapons, they CAN be deadly, but he uses them so they won't be

The fallacy is it shouldn't be lodging in the wall actually, definitely not the concrete and brick it's shown to and most of the structures defined as being in Gotham. But that's for effect I suppose and pretty typical in any comic. His edged weapons would mess someones appearance up pretty badly if thrown accordingly, but still they would be alive depending on the entry point. As usual the Batman Handbook explains how all of this works exactly, I don't have a copy anymore but I would direct you or anyone to it for these types of questions. The whole thing was compiled with the real life experts and scientists on the subjects to rationalize how and why his feats work.