How are clathrate hydrates formed in the lab?
I don't know about some of the clathrate hydrates you mentioned, but I've recently been reading some papers about both bromine and chlorine clathrate hydrates, and I imagine the procedure would be very similar for the systems you've mentioned.

I'll summarize from Spectroscopic Signatures of Halogens in Clathrate Hydrate Cages. 1. Bromine.

Basically, they're procedure is as follows. Get some really pure water and really pure bromine solution. Make a solution of bromine and water and place it in a quartz cell (cuvette). Place dry ice above the solution and the solution will begin to crystallize on the quartz cell wall. After it is clear that the solution has condensed/frozen onto the the side of the wall, place the cell into around $3^\circ C$ water. This is because at this temperature, both water and bromine will be liquid, but a bromine clathrate hydrate will be solid.

Thus, one can isolate the crystal by simply melting off the water and bromine which are not in a clathrate hydrate cage-type structure.

I believe this same sort of procedure could easily be applied to many of the other guest molecules you mention, however, because in general clathrate hydrates are going to have a higher melting point than ice. For instance, carbon dioxide clathrate melts at about $10^\circ C$ according to wikipedia.

I would suspect that methane clathrates and other clathrates with more weakly interacting guests would melt at a temperature very close to ice, so the procedure might be more complicated or sensitive. Indeed, that paper I cited above make some bromine-doped clathrates of dichloromethane, which is fairly insoluble in water, so a slightly different procedure is chosen.

One thing I find is that you can make these clathrate hydrates at around the melting point of ice, but then people frequently cool the clathrates down to very low temperatures to conserve the structures and keep the gases trapped in the cage, not necessarily because the this is needed in the formation of the clathrates.



After reading a bit more, I believe that a nearly identical procedure can be used for weakly interacting gases like methane, but the process is done under high pressure of the gas desired inside the cage which obviously shifts around the temperatures but doesn't change the idea presented above.