I've always wondered about whether decapitation is actually as instant as people put it out to be. When they used to cut off people's heads with a guillotine, it was observed multiple times that people could continue to blink, and in some cases would appear to be trying to speak, for several seconds after decapitation. The brain doesn't lose all oxygen immediately. I don't see why it would be any different for a bird.
The only things I've had to put out of their misery are lizards that the cat got ahold of. For something that small that you aren't attached to, it's easy. You just put them under a paper towel so they're calm, put them on a sidewalk, and crush the skull with a brick. If you bring the flat side of the brick down as hard as you can on the head, the skull is crushed instantly, which means the brain is destroyed instantly.
For any animal, the fastest way to kill it is to destroy the brain. If you don't have a way to do that, anesthetics can also work. I've used clove oil on fish, and it works, but it won't work that way on chickens.
I know when I start hatching, I'll make sure to have pure ether on hand. After reading about its usage in humans, it looks like the only unpleasantness is maybe some loopiness while it takes effect, and potential side effects afterward. Plus, it's so much... softer. A lot easier for a newbie to do without messing it up, and without blood or damage or other such upsetting things.