A crustacean's lack of centralized brain may not keep it from feeling pain, but it does make it pretty much impossible to be sure you're killing the animals painlessly. In more complicated creatures, like vertebrates, the most humane way to kill is to sever the spinal cord. It’s basically instant death. Sometimes people looking to ethically end an animal in a lab, like a rat or frog, will use pithing—brain matter itself has no pain receptors, so going straight for the brainstem with a sharp implement is (relatively) humane. But since lobsters have ganglia instead of a single brain, there's no one spot you can target to sever their sense of feeling. Bashing them against a rock might provide an instantaneous death, but you’re bound to waste a lot of meat (which is just plain rude, and defeats the purpose of killing the crustacean in the first place).