Remove item from List and get the item simultaneously

In C# I am trying to get an item from a list at a random index. When it has been retrieved I want it to be removed so that it can't be selected anymore. It seems as if I need a lot of operations to do this, isn't there a function where I can simply extract an item from the list? the RemoveAt(index) function is void. I would like one with a return value.

What I am doing:

List<int> numLst = new List<int>();
numLst.Add(1);
numLst.Add(2);

do
{
  int index = rand.Next(numLst.Count);
  int extracted = numLst[index]; 
  // do something with extracted value...
  numLst.removeAt(index);
}
while(numLst.Count > 0);

What I would like to do:

List<int> numLst = new List<int>();
numLst.Add(1);
numLst.Add(2);

do
{
  int extracted = numLst.removeAndGetItem(rand.Next(numLst.Count)); 
  // do something with this value...
}
while(numLst.Count > 0);

Does such a "removeAndGetItem" function exist?