I've had more hens than I care to admit taken to my vet for euthanasia, for a huge variety of reasons. My vet gives an injection to the hen that provides an efficient and as stress-free passing as such a procedure allows. Your vet will decide the method, but I feel it might be more stressful using gas, since it likely requires placing a cone over their nasal passages (correct me if I'm wrong). With chemical euthanasia you'll not be able to eat your roo once he's gone. Mine are all buried, each with her own marker, in my Garden of Memories in a corner of my barnyard.
I'm fortunate that my vet sees my chickens and treats them as professionally as he would someone's prize bull or new puppy. I'm sure you are doing the right thing and that the procedure will go smoothly,