When mine had her two feeding "live-only" pickiness, I stunned the mouse by placing it in a ziplock bag and slamming the bag hard against a door 1-2 times. From what I've seen from personal experience, this just incapacitates them and they don't seem to come back with a vengeance. Then again, I did slam it pretty hard. By the time I dumped the mouse out into her feeding box, it was just twitching and peeing itself. Before anyone says it's inhumane, it's a lot more humane than letting it be constricted by a snake. After the first head impact, the mouse's central nervous system completely shuts down with the exception of the last firing of neurons that control muscle movements. It's basically 100% pain-free after the impact, compared to the slow suffocation the mouse undergoes under constriction.
So I think a hard impact against a hard surface is the surest way to cause the mouse the least pre-death harm. Just don't back down and slam it lightly, since you're just hurting and panicking the feeder...that's just torture. One swift hit, painless death.
That's my scientifically derived opinion and I'm sure some people on here won't like it, but this is concerning stunning the mouse, not pre-killing it. Pre-killing with carbon dioxide is the way to go (as far as humane methods are concerned).