The frisking could have been done one-by-one in an adjacent room. But once you find the cheating, the best way is to let the test continue as normally as possible. Otherwise it creates a huge distraction for the other students as they wonder why that student had to leave.

Ever seen someone removed from a room who didn't want to leave? It's not quiet.

Depends on how quietly he goes. Asking someone nicely who went to such lengths to cheat might turn bad fast, and then you're looking at the potential for physical altercations, calling security, etc.

Or you just give them another sheet and worry about punishments later.

Actually doing nothing and stopping them on the way out would be ideal, in my opinion. It gives them the chance to get cocky ("woohoo haven't get caught yet let me ramp this up a bit") and be more obvious about it, as well. (Unless it's the kind of cheating that disrupts others, of course, but hopefully it isn't?)

I suspect the only people who can decide what would minimize disruption are the people who were actually there.

the person is usually accused and maybe not guilty. Normaly you let them finish the exam and start the legal stuff afterwards (proof, counter arguments etc.)

Indeed.

It can also serve as additional proof if on the new answer sheet given after confiscating the devices, the exam taker performs significantly worse than on the original answer sheet.