Luckily, both young and adults are slow moving and cannot fly. Dishwashing liquid will do fine. They will quickly cook and drown. You may feel a little mean killing that many babies that way, but remember the huge eating machines they mature into. If you have adult grasshoppers munching away on your veggie garden, and if you can stand the gross sensation, knock them off the plant onto the ground and step on them.
Some folks slap two bricks together and crush each one of the grasshoppers that way.
Or use a pair of pliers to pick them up, and drop them into a can of hot sudsy water to which you have added a couple cups of vegetable oil. Discard them in the compost heap or garbage can. I'm not an angler, but I wonder whether they'd make good bait. These hands-on methods can help you stop the damage to your garden when you have the time to hunt down grasshoppers, but adding a natural microbial enemy of grasshoppers and crickets to your organic landscape's ecology can help control them in future years. A small number of grasshoppers do little damage and help feed birds visiting your garden, but the protozoa called Nosema locustae, if eaten in a bran bait form called Nolo Bait, will make a them sicken and slow their feeding.