Certainly take a sharp stick and stab/gouge whatever cocoons/catepillars, moths/egg masses you can. Look up tanglefoot:

https://duckduckgo.com/?t=ffnt&q=tanglefoot+gypsy+moth&atb=v224-1&ia=web

Thuricide BT will work. You'll need at least two applications 10-14 days apart covering both sides of foliage and done just before sunset. As long as the caterpillars are in feeding stages < 3/8" long,(holes in leaves), not in egg, pupa, or adult moth stage, they'll ingest the bacteria and it will create holes in their digestive tract, which causes a massive infection that kills them.

I use it for fall web worm and sod worm too with same affect- dead worms/caterpillars. Sunlight kills this beneficial bacteria in a couple days that is why suggested to use at night /when feeding and multiple treatments to get all those little suckers!

Regards,

Will

If you submerge the pupae, they will drown. Or you could just put them in a paper bag and staple it shut. Moths are pretty wimpy and won't escape.

I suspect that destroying the pupa that you find won't do much for control, though, especially if you're already seeing emerged adults.