I do the same as tolumnia, but sometimes I pull the legs off first!
However, if you have a large tree and too many, you can use almost any insecticide. I tend to go with the least persistient ones like malathion, or pyrethrins when I need insecticides. Spinosad is one I use on citrus to kill CLM--it should kill the grasshoppers as well.
_________________
Skeet