Look up mealworms eating styrofoam, it is hard to believe but reportedly supported by evidence. It would be interesting to see if it had any effect on mantids that eat them.
I've tried all sorts of fruits over the years and some are better than others but none have caused them to die. I wouldn't suggest veggies because the food value is limited. Bugsincyberspace.com sells a booklet on keeping them.
Further north you can give them a few extra weeks or even months of life by bringing them indoors in fall. In less frigid areas they probably end up dying of old age long before freezing to death.
Glad you're having fun with the mantids.
I've used feeding dishes with chameleons but never considered them for mantids. It should work with a large mantis but if the roaches don't move much she may never be enticed to check out what's in the bowl.
I don't think anyone has kept them enough generations to see the results of inbreeding. Orchids are not easy to breed and fly media is a soup of bacteria.
I used to raise katydids a long time ago. The eggs take months to hatch and are kind of like a mantis ootheca in that they shouldn't be kept wet all the time without good ventilation but they can dry out easily.
Spiders and wasps are generally a bad idea as well but it depends on the age and type of mantis. I would think you'd have an easier time finding crickets out in the lawn than hunting down wasps.