I use a Massey Ring, named after its inventor, Eddie Massey.  It is a circle
of thick heavy wire about as big as the circle made when you join your thumb
tip to your middle finger.  Looped  or tacked to this ring is a piece of
plastic netting cut from a bag such as fruit is sold in.  When the queen is
found on the comb the ring is placed over her and adjacent bees.  The workers
are released by easing up the side behind the queen.  The weight of the wire
is enough to prevent the queen lifting it to escape.  You mark her through
the net.  Hold her still for a second or two with fingers either side gently
pressing on the net while the paint dries - if you don't she will move and
smear your artistry.  If you want to clip her wing you can do it through the
net. It didn't cost you anything so it doesn't matter if you snip the net as
well.
Chris Slade