Pinks are difficult. They don't need as much oxygen, so CO2 is not a good option.

However because of their biology, they are very susceptible to the cold. Many people just freeze them. I wouldn't do this on anything more than a day or two old.

For older rodents, cervical dislocation is a great technique. Pin the head (not TOO hard! You don't want to squish them and cause pain) with a pen on the edge of a table, grab the base of the tail, and with a swift yank you can sever the spinal column causing instant death.