The only legal means that I am aware of is a controlled burn (same thing for waste powder).
If you burn them, be careful and use containment. The anvil and cup can potentially, and usually do, become projectiles.
My personal method?
Garbage can - usually inside of a bottle of whatever waste liquid got thrown away that week. (Water, shampoo, ketchup, whatever...)
The way that waste is processed in my area means that no person faces potential injury from a primer detonation (even if not in a bottle), and the cell in which my household trash is dumped is supposedly rated for full containment of hazardous materials. So, I'm not worried about it.
My choice is not entirely legal. But live primer disposal is not exactly a frequent problem.
I weigh the factors and opt for the garbage can.