I tried with contour integral:
$$I = \frac{1}{2}\int_{-\infty}^{\infty } dz z^2\left(\dfrac{z^2 +1}{\sqrt{z^4 + 2 z^2 }} - 1\right)$$
The contour can be deformed into the upper half plane. But there is a cut from $\sqrt{2} i $ up to $\infty i $. The integral along the cut is no simpler than the original integral.
How to proceed? The answer is $\sqrt{2}/3$.