to add what thurge already stated, it is also good practice to soak the frozen food in a supplement once in a while.
much of the food mantids are fed is bought at the grocery. if you go this route, you'll need to wash the food after thawing. Also make sure that the frozens are uncooked and unflavoured. avoid any weird chemical crap if you can.
oh, and an obvious one: use a feeding stick... you dont wanna stick your hand in there if you dont have to.