how bout buying alive then putting in a ziplock, sucking all the air out, and putting in the frezzer. . the things will be dead in about atleast 1 half an hour.
How'd you like to go that way?
If you buy them from a big supplier you should know how long they've been frozen. I raise my own and I sell some to some local herpers and the pet store and I've always dated my bags so I know how long something has been in there. I think all the responsible rodent producers do this. If they don't they should. By dating the bags I can always make sure that nothing is left in there too long. The newest stock goes in the bottom of the pile pushing the older stuff to the top getting ride of it first.
A lot of people have mentioned buying your own and freezing them your self. I think it's a great idea but you may pay more for them because they are probably going to come from a pet shop and cost you more. I'd do some checking on line for large producers to see what the cost is first.