I used to scoop them up in toilet paper and flush them, but the ones here will stink if you just look at them wrong, let along try to pick them up!
However I've found a way to deal with them...
Get a small spray bottle, put a spoonful of dish soap in, then fill with water.
See a bug? Spray with the soapy water several times (until covered/wet) and in a few minutes it will suffocate and die. Maybe only 1 in 100 bugs will stink while dying this way. (They are an epidemic here)
The soap kills them and then you can deposit them in the trash without getting "stinked" through the tissue or paper towel.
(Obviously be mindful of what you are spraying the soapy water onto)