If you kill them and let them sit out for a few minutes, the bodies will relax and release that last poop and bit of urine. Clean that up and then freeze and you'll have nice clean feeders.
If you don't let them empty out prior to freezing and you pop them into the freezer immediately upon death, when you thaw them, you'll get both urine and poop.
Thank you wilomn this was mostly what i was looking for.