How do i get rid of asian lady beetles without making a mess?

Vacuum them, don't squash or sweep. They let out a yellow smelly fluid that stains walls and fabric. A stocking over the nozzle held on with a rubber band keeps them out of the bag so you can just tip them outside. Long term it's about keeping them out in autumn, when they come in to overwinter. Seal gaps round windows and doors and where pipes and cables come through, and fix torn screens.