Ok- I have been doing this for almost 20 years with no problem. But, to be safe, I would remove their front arms since there is a possibility of damage. I think this is why chameleons always try to chew on the head of things a quick kill.
That being said--- I do not remove the arms and fed my one eye, Saul a full grown one just 3 days ago with no issues (I should follow my gut).
I think the mantis from Yemen and Africa are much bigger,(know from google they are) so figure why not. Weird way of thinking....
Plus, you might get the experience of the mantis doing its wing defense display.