If you don't manage to kill them, I would look at other places they may be hiding. The mealy bugs may be living in the tiny cracks in your wooden floor, furniture or the unglazed insides of your ceramic pots.
You can use rubbing alcohol full strength in a spray bottle, 409 full strength or a combination of the two. I use full strength alcohol and 409 on my orchids and cactus with no ill effects but you might want to spray one leaf to make sure your plant can handle the chemicals. Rinse the plants thoroughly after applying. Using the usual insect sprays doesn't work for long on mealy bugs - they build up resistance very quickly. They don't build up resistance to alcohol and 409 so its a good mealy bug remedy.
