It's the worst part of keeping snakes for me. When I was younger I kept them as pets, and actually gave up my two boas 30 years ago because I had to prekill the rats.
Now we have 19 snakes and started breeding rats a few months ago to have the correct size available as well as cut costs. Plus a couple of the balls only eat live so it's much easier than going to the store once a week. Breeding our own costs about 50 - 60% of what frozen cost, but they are also extra work. So it's probably about the same in the end.
I finally was to the point of having to euthanize some of the surplus a couple of weeks ago. I used a tub with a lid and dry ice in water. They all just went to sleep - no drama. It wasn't easy but it was nowhere near as bad as I had thought it would be. Even so, my wife is a vet tech and she said she would do it next time so I think I'm going to take her up on that.