baby praying mantis's should be able to eat smaller grasshoppers and such there are also a few ibles about this topic most of them say what to feed them i suggest you look on the ibles site
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I know pet shops sell crickets to feed Iguanas and other animals. Visiting your local pet shop might help.
You can buy wingless fruit flies specially packaged as mantis food. Here's one place that sells them:http://www.mantisplace.com/feederinsects.html I suppose you could also just leave a few slices of banana lying about and hope for the best. If you have a neighbor with a rose bush, you may be able find aphids on it. Just make sure that there's no pesticide on the bush, cut off an infested flower and drop it in the cage with your mantis.