If you have a wet-dry vac, adding water + soap to the vac first will kill the bugs ingested. That should also help minimise the resulting stink, though you'll want to empty out the vac.
The vac approach is largely recommended only when you've found a large stash of the bugs.
I'm suspecting this either breaks down critical messaging / management chemistry, or carapace / cell-wall functions. I've had little luck determining or finding what the specific lethal mechanism is, though the method appears effective.
Upshot: a non-sudsing detergent or other fatty-acid denaturing agent should likely work. Formula 409 might work, ammonia is another possibility, though that in a shop-vac will have its own atmospheric issues (though the smell should dissipate in a well-ventilated area).
I'd arrived at the findings above through direct trial, after attempting a few others -- alcohol also works, though it's much more expensive.
You could route the exhaust outside.