I used the shop vac method as well, occasionally shooting near their (hidden in a retaining wall) nest with a hose to piss them off and make them come out and get sucked up. I couldn't believe in the end there were two gallons of yellow jackets I captured.
Haha! We did the same thing! And we caught about 2 gallons of yellow jackets too. We let it run for about 10 hours (it gets them coming or going), and then when we took down the vac, I let it run and sprayed wasp spray to make sure they were dead. I freaked out when I opened it, seeing the shop vac was half full!!!!