Some of these make me laugh. CO2 or cracking their melon are both fine with me. But a rat being terrified by getting whipped through the air has to be better than watching something crawl up to you, bite you, and then proceed to squeeze the life out of you. If it were me I would pick the rollercoaster ride.
If you want to use CO2 then do it. Your dad is not trying to stop you, he just suggested another way right?