Freezing is not a humane method of euthanasia for rodents. They do not just fall asleep. They remain conscious for extended periods of time, feel the cold and undergo a phase of intense shivering to try to maintain their body temperature. It is cruel. It just takes place out of sight, so people don't have to watch the struggles or can kill large numbers of animals cheaply and easily.
The methods endorsed by the Canadian Council on Animal Care (http://www.ccac.ca/english/gui_pol/g...ish/toc_v1.htm
)that are useful with prey species are CO2 gas and cervical dislocation or stunning that is sufficient to render the animal immediately unconscious. These methods are humane because the animal loses consciousness rapidly and doesn't experience distress before death. They require skill to perform correctly but if you are concerned about providing a humane death then it is worth locating someone who can teach you. We suggest buying frozen rodents from someone who kills with CO2 and then using these to practice methods like cervical dislocation or stunning until you are good enough at it to try it with live animals.