I hold my rattie in my arms and I hold the gas nozzel near but not on my rat's face because they do not like it when it is on their face. I am petting my rattie etc.
They do not like the smell of the gas/oxygen mix so may move around etc and I let them.
After a couple of breaths of gas/oxygen mix, my rattie becomes groggy and falls asleep in my arms.
Once my pet is asleep in my arms, I place the gas/oxygen mix over their nose as it will no longer bother them as they are unconscious.
After awhile my vet will check to make sure they are deeply unconscious and have no reaction ie gentle pinching of toes and no blink reflex.
Then, when I am ready, my vet will inject my rattie in the lower abdomen or into the liver with the stuff they use to put cats and dogs to sleep.
I hold my rattie, still recieving gas/oxygen mix, in my arms until they stop breathing and their heart stops beating. This may happen immediately or it may take awhile. The vet checks twice over a period of minutes to ensure the heart has stopped.
I used to have my rats injected with a sedative before being given gas but they didn't like being injected, some reacted to the sedative with confusion or panic, and the sedative didn't seem to make it easier for them then just being held and comforted by me while gas/oxygen was held near them.
I have never had a reaction to the gas or felt groggy. It isn't near my face and my vet opens a window.
For me it is extremely important to be with my pet and comfort them, no matter how much it hurts my heart.