How do you use CO2 to anesthetize them?
Get a jar or container that has two small holes punched in the top of the lid, one on each side. Obviously the holes should be smaller than the bug so it can't get out. Capture the bug In the jar and start releasing a slow flow of co2 into one of the holes. The co2 is more dense than the air in the jar and will fall to the bottom displacing the air/oxygen in the container there by pushing it out the other hole. Once you are sure all the oxygen has been purged it will take about 2-3 minutes for the bug to go to sleep. Some are rather dramatic about it wriggling all around others just kind of curl up and fall over.
The insect will appear dead at first but I assure you it's not. You will then have anywhere between 10-20 minutes to work with the insect without it waking. I use some dental tools and tweezers to carefully place them and move them about. You can repeat this process many times as needed. Many insects respond differently some move slightly some not at all. Some awake suddenly others it's a slow lethargic kind of thing.
For a co2 supply I prefer using a smaller paintball canister fitted with a valve and a basket ball pump needle that can fit into the hole on the jar. All you need to do is just ever so lightly crack the valve open to let the the gas flow.