I think you could remove the legs on frozen animals and immerse them in an isotonic buffer solution to extract the hemolymph through the holes of the missing legs - if it is macromolecules in the hemolymph you are interested in. For looking at ion concentrations or small molecules, I doubt that you can still get reliable results if it is hemolymph alone that you are interested in, since freezing and thawing would likely destroy membrane integrity of cells, so you would probably end up with a whole-body extract. That is my opinion.

Thankyou! I am interested to see if microparticles that i fed to the krill are capable of crossing the gut into hemolymph. I do have some spare krill so i may give this method a go.

This paper describes several different methods for obtaining hemolymph. I hope it is helpful. 

Changes in the Osmotic Pressure and Water Content of Crabs during the Molt Cycle Author(s): J. Percy Baumberger and J. M. D. Olmsted Source: Physiological Zoology, Vol. 1, No. 4 (Oct., 1928), pp. 531-544

Thankyou :)