I'm sorry, I feel bad for the rats I feed my snake, because I don't like the screeching noise they make, but it has to be done. What else is there to say? "The rat doesn't suffer", I would think if it's a fast death or not, the rat is picked up, thrown in an unknown environment and then attacked by a snake.
Those squeels you hear aren't sighs of relaxation. To say the rat doesn't suffer is only half right. May not suffer when they are caught, but they surely suffer before hand.
So really there's nothing to say except, do it, or get rid of the snake.