I don't use a net to catch the siphon water in as I am notoriously clumsy and would only knock the net complete with shrimps off the bucket and all over the floor. As I have snails and wood in the same tank, there is a lot of large bits of snail poo so I wouldn't find the baby shrimps in a net with all the mess
It is easy to see adult or even juvenile shrimps in a bucket if you use a light coloured one (grey in my case) but you can't see the transparent babies. I empty the bucket with a jug and check every jugful before throwing it away. Tiny babies can be sucked out using a medicine pipette with the end cut off to make the hole wider. Larger shrimp have to be poured back in. When I find shrimp in the jug, I empty the water into a cheesecake tub (individual portion size) as it's easier to catch the babies and I can suck out the muck before pouring the larger ones back in.
I know this sounds obsessive but I can't bear the thought of emptying tiny shrimp down the drain.
Natalia, who used to be a member and helped me greatly with my shrimps a few years ago, said that shrimp poo grows 'things' on it which are very nutritious for shrimps, so don't worry about too much cleaning. Smaller water changes are better for shrimps, so if you find you need to do big water changes, do 2 smaller ones a week instead.