It is under a shoe. I didn't kill it with the shoe, it was already dead when I found it. I imagine Mozzie actually performed some sort of normal cat function in between licking my pillows and leaping over Simon's head repeatedly in an effort to elicit a game of chase. I just don't like picking up dead bugs, it really grosses me out, so I put a shoe on top of it until I decide to vacuum.
This presents more problems see we have a canister vacuum. I don't like canister vacuums. So the already moderate chance that I would vacuum in the near future is significantly lessened. I guess it will just have to stay under the shoe for a while longer.
The other problem is that the animals like to wrestle in the area of said shoe so sometimes it gets knocked out of position. During one such match the cricket lost a leg. I put a shoe over it. It wasn't even the pair to the first shoe. Now that is two pairs of shoes I can't wear until I vacuum. Good thing I have a lot of shoes.