you could make a soda bottle trap but even then the hole would have to be real small or you would have to be right at hand when the shrimp goes in it.
DIY trap: http://www.metacafe.com/watch/753975/make_a_fish_trap/
I personally just put my hand in for a minute and the curious buggers just jump right in nibbling at the dead skin on my cuticles like a manicure.
Thanks OM, Tried the bottle last night to no avail. I can get the banded coral shrimp and cleaner shrimp in my hand everytime. The peppermint shrimp are too damn skittish. Any other ideas.