Here are directions to building your own gas chamber
small animal euthanasia
Another suggestion gleaned from Eddie on RTB:
Put the rats in a tank ( glass ) seal the top with either plastic or foil, then I put dry ice (CO2) in a tupperware container 1/2 filled with water (a hole in the lid also) then put it inside the tank and ensure the seal is good.
For the bottled CO2, same principles apply. rats in a container that is pretty much air tight, open the valve on the bottle while placing the hose or pipe in the tank to deliver the CO2.
Some people do have neat set ups, with the bottles pipe permanently into the container and the bottle is refillable type similar to and some times is a paintball constant air bottle.
Safety note : When handling dry ice or other CO2 products, wear good quality leather gloves and eye protection.
Hope this helps