Internet measurement research is essential for understanding, improving, and securing Internet infrastructure. However, its methods often involve large-scale data collection and user observation, raising complex ethical questions. While recent research has identified ethical challenges in Internet measurement research and laid out best practices, little is known about how researchers actually make ethical decisions in their research practice. To understand how these practices take shape day-to-day from the perspective of Internet measurement researchers, we interviewed 16 researchers from an Internet measurement research group in the EU. Through thematic analysis, we find that researchers deal with five main ethical challenges: privacy and consent issues, the possibility of unintended harm, balancing transparency with security and accountability, uncertain ethical boundaries, and hurdles in the ethics review process. Researchers address these by lab testing, rate limiting, setting up clear communication channels, and relying heavily on mentors and colleagues for guidance. Researchers express that ethical requirements vary across institutions, jurisdictions and conferences, and ethics review boards often lack the technical knowledge to evaluate Internet measurement research. We also highlight the invisible labor of Internet measurement researchers and describe their ethics practices as craft knowledge, both of which are crucial in upholding responsible research practices in the Internet measurement community.