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Brandon Sanderson has said a Vessel can give up a Shard:

Questioner: Can holders of Shards give them up voluntarily?

Brandon Sanderson: Yes, a Vessel for a Shard of Adonalsium can give up their power if they wish.
FAQFriday 2017 (Jan 2017)

However, all cases of a Vessel being separated from the Shard were involuntary (or in Vin's case, voluntary destruction) and resulted in death.

[Vin] didn't shy back, though the conflict of opposites ripped her apart. Ruin screamed in terror as the force of her power completely melded with Ruin's.

Her consciousness—now formed and saturated with Preservation—moved to touch that of Ruin. Neither would yield. And, with a surge of power, Vin bid farewell to the world, then pulled Ruin into the abyss with her. Their two minds puffed away, like mist under a hot sun.
The Hero of Ages - Chapter 81

We know from Secret History that they weren't destroyed, but rather bodies reappeared as dead...

Outside, something appeared, as if from mists, then slumped down in the bodies beside Elend's corpse. It was followed immediately by something else, a second figure, which also fell motionless.

[...]

[Sazed] tapped a bit of steel and dodged the koloss attacks. He moved quickly through the mass of confused-looking koloss, climbing over bodies, moving up to the scrap of white cloak that marked Elend's resting place. His corpse was there, headless.

A small body lay beside his. Sazed fell to his knees, grabbing Vin by the shoulders. Beside her, atop the pile of dead koloss, lay another body. It was that of a man with red hair, one whom Sazed did not recognize, but he ignored it.

For Vin was not moving.

No! he thought, checking for a pulse. There was none. Her eyes were closed. She looked peaceful, but very, very dead.
The Hero of Ages - Chapter 82

And their cognition passed on...

Ruin stood up nearby, blinking. Or . . . no, it wasn’t Ruin any longer. It was just the Vessel, Ati. The man who had held the power. Ati ran his hand through his red hair, then looked about. “Vax?” he said, sounding confused.

“Excuse me,” Kelsier said to Vin, then released her and trotted over to the red-haired man.

Whereupon he decked the man across the face, laying him out completely.

“Excellent,” Kelsier said, shaking his hand. At his feet, the man looked at him, then closed his eyes and sighed, stretching away into eternity.

[...]

Vin looked to Elend. To Kelsier’s horror, he had begun to stretch out. He turned toward something Kelsier couldn’t see, something Beyond, and smiled, then stepped in that direction.

[...]

Then [Vin] let go of [Kelsier’s] hand and followed Elend into the Beyond.
The Hero of Ages - Chapter 81

So is this connected to the giving up of the Shard? Or a result of how Vin and Ruin clashed? If a Vessel gave up the power voluntarily, would they return to their physical forms? Or would they too end up as a Cognitive Shadow and pass on?

(bolded emphasis mine)

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Almost certainly, they could give up the power and survive.

When Vin killed Ati, that was an attack. Ati didn't die because he was separated from Ruin; he died because Vin used her mind and consciousness to damage his. He wasn't even separated from his Shard as such: he died, and his spirit (Cognitive Shadow, anyway) showed up in the Cognitive Realm like that of any dead person. Once he was dead, obviously there was no mind holding Ruin.

The same happened to Vin. She made a suicide attack. The damage she did to Ruin's mind hurt her equally. It wasn't a matter of being separated from Preservation.

Further, the author implies that Ati could have given up Ruin and returned to a normal life:

QUESTION: If Ati had somehow managed to give up Ruin and returned to being a regular person, would his mind have gradually reverted from its corruption by Ruin's intent, or would he always be determined to destroy?

BRANDON SANDERSON: Over time Ruin's influence would fade, but Ati would remain a Sliver, so there would be some permanent effects.

The fact that Vin and Ati's bodies reappeared indicates that they're still "out there", in a sense, so I expect a Vessel that gave up a Shard would return to their previous form.

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    Kelsier ascends to Preservation and then lets it go. although he was already dead in the physical sense – Antheloth Jan 29 at 17:27

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