is it unethical...

Playing on regardless of the material disadvantage is the mark of amateurs who will never be strong players just drones

seems fine

Get as many knights as possible. Or as I have recently done, sacrifice everything except two bishops or bishop and knight, that way you get to practice difficult endgames.

If I have a bunch of pawns, I might consider promoting them all to bishops just to have multiple same-color bishops. Of course, to deliver mate, you should have something else in addition to those, lol

In rare cases you can invite a stalemate by boxing your king a little. Also a draw by perpetual check is possible even with a big material disadvantage.

Think like a grandmaster and resign instead of droning on.

Punish him for not resigning. One good turn deserves another. Not unethical. Promte to Queens and then sac the Queens just to mess with him, as he is doing to you. Toy with your victim before finishing him off in that case.