A lab where I used to work used ether on small animals. It is a bit irritating to the nose and lungs and does cause a bit of distress, apparently as measured in studies. But when you need something quick it does work just fine.
The techs would use a one gallon baggie or container, put lots of paper towel in the bottom, spray thoroughly with ether, close container to let fumes accumulate, and then put the animal in the bag and seal it shut. I've never seen an animal take more than 5 seconds to die.
Diethyl ether can be commonly found as carburetor starting fluid. Be aware though that it is highly flammable and should only be used in a well ventilated area, preferably outside. And the remains should be properly disposed of to prevent a fire or explosion. The animal can be disposed of by regular means (but never eat a chicken if you decide to euth in this manner) and we were able to dispose of the ether bags in special flammable trash cans.