That might work for full-on "let's genocide the other races" Nazis, but for the far-right (i.e. everything to the right of classic conservatism) it would be suicide. There's far too many people on that side to shame them. Your approach would only make sure that everyone who ever went in that rabbit whole is lost forever. I.e. they'd continue to gain members but not lose any.
Luckily a large part of the far right's supporters are just people who are misinformed or didn't think things through. There's a reason that these parties are a lot less popular among educated people. That's why these protests seem to work. They decrease the AfD's poll numbers because they get people to realize that their vote isn't a mere "fuck you" to politicians but something that could move them from the frying pan into the fire. These are people we should continue to talk to. Heck, I'd call them victims. No innocent victims, but victims who fell to propaganda and lies regardless.