I did one last week with the frame of brood & a little lemongrass oil dabbed on all the frames with the lid off. I held the box under the swarm & the bees just went straight in. I couldn't hold the box much longer so I put it on the ground with half the bees, then I put the lid on. The queen must have been in the box with the first half, which surprised me. I thought she would have been higher up in the swarm. Anyway the other half marched straight into the box.
With the lemongrass oil in the box & the lid on, the smell coming out of the entrance seems to really lure the bees in.
But if the queen wasn't in the box, it might have been a different story.
Basically, doing it like that removes the need to do any shaking of the bees:) Which I think is a cooler, laid back approach.