It should only be a few times, and there are some very humane ways to do so. I prefer the CO2 method. It's simple and the rodents just fall to sleep and don't wake up when done properly. No pain, no panic, just sleep.
The important thing when using CO2 (either in gas form or via dry ice) is to start the flow out slowly so they fall asleep, then once they are down, increase the flow to finish them off. If you start them off with too much gas it will burn their lungs/eyes.
Here are 2 methods:
http://ball-pythons.net/forums/showt...and-Humane-too
http://ball-pythons.net/forums/showt...Y-CO2-chamber)