Two methods I have heard of or seen demonstrated:

I believe one is from a Ragnar Benson book. Stake a net or open hardware/chicken coop-type wire with openings large enough for a bird to poke it's head through about bird-shoulder height from the ground and seed the area. The birds will duck under the netting to get at the seed, stand up and get their head stuck in the net/wire and will be found awaiting your return.

The other method uses different devices, but all of these have the same idea. For small birds, a styrofoam coffee cup-sized cup will work, up to a 5 gallon bucket for larger birds; equivalent sized smooth-sided holes dug in the ground may work. Put seeds/feed in the cup/hole. The bird jumps in and feeds, but can't spread it's wings to fly out.