Inert gas asphyxiation may be effectively painless, and certainly more humane than death by extreme temperature; see http://www.ncbi.nlm.nih.gov/pmc/articles/PMC1789805/ for detailled information.
Nitrogen can be purchased in canisters, and any airtight container with a relief valve will work; simply cycle the air out of the container until the crickets go completely dormant, and leave it sealed for a day or so. This is best done outdoors, or with proper ventilation othewise.