Go to staples, purchase a $0.50 ruler...
grab mouse by tail, place ruler at base of skull, pull vertically up on tail rapidly...
That method could last you years on a $0.50 investment.
Personally, I'd head over to my nearly mouse research center and ask to speak to the person responsible for putting mice down. They can probably teach you some better, cheaper and quicker ways than CO2. I used to know someone who was a lab tech and that was their job (putting down "used" animals).
If you calculate it out, paying $30 for shipping isn't that bad if you really have that many mouths to feed, you start ordering up into the 100's of frozen mice from these places and that $30 is more than made up for. It's only the small orders that make it useless to pay the $30.
Good luck!