Come on, they have an odor, its not that bad. They don't bite so just pick them up and put them in a cup of soapy water and let them drown...or flush them, just don't return them back outside or you will be catching the same ones over again.
I have been replacing the siding on my home and I am gobsmacked at how many dead ones are falling out from behind of the old siding. They will crawl into any size crack they can find to get to warm. Pesticides are not very effective on them either so those ones you think are dead might not be.
Make certain ALL sources of ignition are OFF when you use a 'bug bomb', the mist WILL explode if ignited.