There are a few ways, and they don't always work in every situation. These are the techniques that worked for me.
1. Watch it go back into hole in rock. Quickly take rock out of tank if possible. Squirt/pour fresh water into hole. If it refuses to come out, squirt boiling water in hole. Pull carcass out and break out the cocktail sauce.
2. Snap-door mantis/crab trap. Requires a lot of patience but sometimes works. Usually end up catching what you don't want.
3. Flashlight and skewer at night - hunting. Requires the reflexes of Daniel-son.
4. Train mantis to eat from a skewer for a week or two. Once you have it's trust, grab it long handled tweezers or impale it with your weapon of choice.