CO2 isn't as effective on pinkies. They will die from it, but rather slowly, so it is debatable how humane it is. My understanding is they naturally have a high CO2 tolerance, to prevent them from suffocating while mom and litter mates pile up on top of them.

As Raptor said, pinkies die very quickly if you put them in the freezer, probably long before the painful ice crystals begin to form. That is probably the best way to kill pinkies to use as feeders.

Older babies and adults should NEVER be put directly into the freezer. They need to be CO2ed first.