From what I would do.... which may not necessarily be the best or right way...
Depends on how big it is. If it's really small, like dime size, you can preserve it in 4% PFA by just dropping it in like 20 ml. One or two changes of PFA would be good to ensure you have enough in there to preserve it. If it's bigger, you might have to do more changes, maybe every 24 hours, for about a week to make sure all the tissues are penetrated. Then you just leave it floating in the liquid for how ever long you want in a no food allowed fridge... however... PFA isn't something you want in your house hold fridge lest you increase your chances of cancer.
You can try using 100% etOH to preserve it, but it will distort the embryo a bit more because it dehydrates the tissues rather than crosslinks them. Similar to the PFA, soak and change liquid for a day to a week or so and leave suspended. 100% ETOH won't hurt anyone and can be kept at room temperature. However, before the tissues are fixed, I suggest doing all the wash steps in a refrigerator.
Good luck!