Regarding the collection, its exactly the same as if the kids are stillborn, they should still be collected b the abbatoir, which all costs money of course!
Regarding the other, different methods are used, some not very pleasant. Some people drown male kids in a bucket of very cold water virtually straight away, other people hit them on the head first, then drop them in a bucket of water to make sure. I have a friend who has a humane killer, but I don't know if he ever used that on his newborns or not. There are also people who take them to the vet, and yes it costs much the same as having a dog or rabbit put to sleep.
I have said before, and will do so again, that I am very lucky in that mum is a trained vet, and that also our vets are very, very good, and will let her have the medication she needs for the kids. They wouldn't normally let someone have it, but because she is qualified their are happy. Actually it's remarkable we have built up such a good relationship with our vet as we only lived here 5 years. However, we do still also go to our old vet occasionally.
Beth