Do you have a fan? It would be a wonderful tool to kill them. As you know, fans blows with their front side, but the rear side will suck and (hopefully) cut the fly in pieces. Fly is quite a small thing, so I doubt that it will make and damage to your fan.
Also, any kind of sticks with motorized propellers, they'll also work.
This would be an example of such stick, but its quite simple to make one with lego :)
And mini-vacuum cleaners would work too (e.g. for automobiles). Of course, normal-sized vacuums would work too, but I don't think its easy to chase a fly with big ones.
Another way (maybe not as efficient) - try to fill some of your spray bottles with water. Then spray some water on a fly (do not recommend to do it near some technic :D ).