How nuts are your shrimp when it comes time for food? I never had a hard time catching my cleaner shrimp when I had them; they would climb right up my arm when I was cleaning the tank, and they were the biggest bullies when it came to food. Shouldn't be too hard to make a coke bottle trap for them if you needed to.
I've also found that a clear zephyrhills bottle (the 1.5 or 2 liter?) is great. You cut the bottom out so you have in essence a big clear scoop. with a drain at the bottom screwcap. I've caught quite a few difficult fish this way and it seems to work well. You chase the fish into the scoop with a net or your hand, and since the scoop has such a wide mouth they don't seem to see it as much as a threat. then you just cover the main opening roughly with your hand, bring it to the surface, and slowly drain out.