In the 70's and the 80's ladies used hairspray for such critters!

But ya, canned air will also work. Especially if you turn the can upside down before spraying, resulting in the insects getting hit with a -70 to -100 degrees instant-freeze blast of air!

Basically instantly turning them into a little block of solid frozen ice.

This instant-freezing effect is due to a very cool (pun intended) energy-of-compression effect you can play around with using canned air. It's also basically what is used to run your refrigerator.

Essentially to visualize how that works:

Imagine someone squeezing and compressing down the air of an entire large room, down into the tiny space of a spray-can.

As you can imagine, after you do that, the air inside will be super-hot and heated, due to all the friction and the tight confinement of the squeezing process.

So, to fight that heat of compression, you could just place the can in an ice-water bath for example, and let the ice-water absorb and whick away all that heat.

At that point you'll be left with an entire large room of canned air, that's just sitting there in a hand-held object, at room temperature, since it got cooled down.

But if you turn it upside and spray, so that you get the more concentrated and liquified parts of the air going out the nozzle...

Then suddenly that air/gas wants to re-expand to fill the size of a room again... And doing so it automatically reabsorbs that energy from the environment (the energy it lost during compression and the icebath).

So ya, it's a bit of a crude way of explaining the process above, but I think it paints a picture of the thermal dynamics going on.

So hit those dangerous and pestilent insects with a blast of that, and they'll be instantly frozen in their tracks!

NOTE:

For fun... to see how powerful the effect is...

Turn the can upside down, and spray it into a water-bottle, with some water left at the bottom, and you'll see it instantly turn the water into ice!