I think I read somewhere that putting them in a tub and covering with water was a method. Another one I have read about is keeping them in one of these vacuum boxes with the air pumped out and stored in fridge.
I've tried freezing them and they just dont keep, same with keeping them in water, they just bloat.
Either keep them in an oil or airtight tub with wet newspaper over the top, they will keep for a week or two but won't beat "fresh" casters. If you can find a local supplier or tackle shop that sell them in vaccum packed bags - these keep for weeks unopened in the fridge.