I don't know about the preying mantis, but my 8 month boy chasing every bug he sees. He's eaten most that he can catch. I not only worry about the poisonous ones, but how about those that sting? I asked the vet and she said that we obviously need to discourage the pups from chasing wasps/bees and other stinging insects. Problem is, our guy makes it his mission to chase bugs every time he goes out to do his business. In fact, he sometimes is so distracted with bugs that he forgets to do his business. It helps if we go out and supervise him in our fenced yard, but we want to come in long before he does. He would stay out chasing bugs all day if we let him!
Lots of info for keeping them as pets, but not much else. I know they are not poisonous. I was curious wether or not any of the sites that sell bugs for human consumption would list them, but I haven't found any.