I have a light trap that captures night flying insects, mostly noctuid moths. Very little chance of them carrying pesticides or host specific parasites. Dragons and chams readily feed on them. Seems that offering a variety of food is good. Been doing this for over ten years.
Ya moths, should largely be okay, if your not in Florida or Hawaii. As Kaizen pointed out, they may be fine from FL and Hawaii, as well, we don't really know.
There is still non host specific parasites that can cause great issue. Such as Rat Lungworm, which is often found in snails, where they are treating the snail as an intermediate host.
However it may be possible for a tehr feeders to also carry this, I am not sure. It comes from rat/mouse feces, and insects that touch or eat it, may be contaminated. This isn't just an issue in Chameleons, Rat Lungworm, can even cause Menegitis in Humans.