You could use CO2 from dry ice, as in this link... Commercial growers of feeder rodents use CO2 from big tanks for euthanasia. As everyone has said, doesn’t much matter for a tegu or monitor lizard, but rodent body needs to be intact to feed snakes.
https://ball-pythons.net/forums/showthread.php?33850-Feeder-Euthanasia-the-Easy-Way-and-Humane-too
https://ball-pythons.net/forums/showthread.php?33850-Feeder-Euthanasia-the-Easy-Way-and-Humane-too