I use Country Life, Vitamin D3, 5,000 IU, in these the vitamin D3 is carried in Medium chain triglyceride oil. It is perfectly reasonable, indeed for people with damaged digestive systems it may indeed be more effective.
The MCT oil is not only very stable but also is easily metabolised in fact it is readily absorbed through the oral tissues.
If you wanted to avoid swallowing the it would be fine to chew the capsule and after you've squeezed the contents out you could dispose of the gelatin capsule shell. The MCT and Vitamin D3 will probably all be absorbed through the mouth and some will be swallowed easily.
If you wanted there should be no problem just massaging the contents of a capsule into you skin. Vitamin D3 is made in the skin so this is a normal route for vitamin D3 absorption.
However these are very tiny capsules and I find it hard to believe anyone would have problems swallowing them.
Do remember Vitamin D3 is a fat soluble vitamin and so with a meal containing fat is even better.