To read more on the subject of humane euthanasia of feeder animals, you can read what the American Veterinary Medical Association has published:AVMA & humane euthanasia
or from the University of Iowa:University of Iowa Animal Research
And:Guidelines for the Euthanasia of Rodent Feti and NeonatesYale University's IACUC co2 euthanasia guidelinesUniversity of California's euthanasia guidelines
Please note that these guidelines apply mostly to laboratory animals, as some mention the use of barbituates and other gases. But, the CO2 method is widely practiced and acceptable as a rather humane way to euthanize small animals.