Easier to do if you get buy the "Stay with me" perk from the guerilla tactics school to make your soldiers more likely to bleed out instead of dying outright.
Step 1. Get a soldier almost killed, put them in bad or no cover or something.
Step 2a. If on a mission without a set extraction point there is a button to call the skyranger and deploy flares in an open area of the map. Place an extraction zone, walk a soldier over to the one bleeding out, pick them up walk to the extraction zone you placed and select the evacuation option and those soldiers will be removed from the tileset.
Step 2b. If on a mission with a predetermined extraction point, you're going to have to carry them all the way to the extraction point and extract them in a manner similar extracting an unconscious enemy vip.