WD 40 works on them. It adheres to their wings and they can't fly. They fall to the ground to be easily stepped on.
I was working on an old tractor when a dozen or so hornets nesting in one of the wheels came out to investigate. I already had the WD 40 in my hand, spraying rusted nuts and bolts, so I pulled the red tube off of it to achieve a fogging effect and used it to defend myself. It worked great.
