How to deal with clumsy agents harming themselves?

The solution suggested in the comments is my go-to strategy for dealing with enemy agents.

The trick is to create a shack that has little or (ideally) no heat. Put the best, highest security door you can on the shack, so that it takes a long time to crack. Agents love these high-security doors. Behind the door, make sure you have a Pop-up Trap to bewilder the invaders, plus a timeclock to keep your minions from working in the area.

If you have enough shacks, agents will waste all their time bouncing back and forth between picking all the locks until their stats are so drained they're effectively harmless and they go home.