They only spawn for a limited period of time before vanishing so you wanna try and catch them right after they appear. There will always be one up at a time unless you kill one, then it takes a few seconds for another to spawn. Try and kill them in the duration of a stun or drop a snare on them while they're stunned so they don't run so fast. Anything with stun + quick burst works quite well since they do not have very much health.
Like you said the annoying part is when you catch one thats already been up for quite a few seconds and it just vanishes on you before you can kill it :/.