Interesting question. I guess someone would have to acutally identify the type of catapillar/moth to know if it was toxic. I occasionally feed wild caught moths that gravitate to lights in the backyard and haven't had any problems. I would figure that a catapillar/moth that feeds on non-toxic food sources would be okay.
The hairs on gypsy moths, eastern tent and many other caterpillars can be an irritant to your cham's throat. I would steer clear. Stick with smooth or knobby cats. Other things to be aware of are nature's warning colors: red/orange/black/yellow combos (monarch for example) and be aware of what food plant they have been feeding on and if they are toxic.