One of the most humane ways to kill most arthropods is to put them in the freezer. Put the specimen in a container that cannot be crushed or you can do a set of them, one per bag, in a small box to keep them separate from your other freezer items.
This method may take more than one day and may not kill all arthropods, such as wood lice or centipedes, as some are in their adult form through the winter and are often subjected to freezing temperatures. For those organisms, the only way to insure they are dead is to drop them into alcohol. This method has its drawbacks in that it typically leaches some of the color from specimens but you then have your specimen ready to place in a vial (which is the best method of preserving arthropods like wood lice that typically cannot be pinned anyway).
A killing jar can also be used. For more information on various killing methods, there is an excellent website from the Texas A&M Extension: https://bughunter.tamu.edu/preservation/killingspecimens/