I have rescued insects, also. They are living creatures!
I rescued a cricket once, who was sitting on top of my laundry in our basement. I decided he HAD to be thirsty...and there happened to be a coca-cola bottle cap on my laundry shelf...so I filled it with water, and put it right in front of the cricket. He started to drink the water while I was holding the bottle cap!!! It was an awesome experience!
I also rescued a stick insect that was trapped in my sink at a motel in Brockton, Massachusetts, where I was staying for my son's wedding. I took a pamphlet and held it near him, and he crawled right up onto it. And then I deposited him on my corsage from the wedding, thinking he might be able to eat the leaves.
I hope you had some success in transferring him out of the tub without injuring him!
