Grab them gently and throw them into your jar. By the end of your session- you should have a flickering firefly lantern to accompany you to bed or on your camp out. Twilight is the optimal time; it is dark enough that they glow, but light enough to see their little bodies floating while they aren't lit up.
When morning comes, step outside and let them fly away in a shaded, lush garden area. It's a sweet way to say goodbye... until you hunt them down again later that night!