Some mantis enthusiast friends of mine had a bunch of tiny little (<1 cm long) Stagmomatis californica nymphs and I tried to feed them aphids. But the aphids' sticky goo got the litttle mantises all tangled up. It stuck to their mouthparts, and arms, and I don't think they survived. Also, aphids feed off plant juices of living plants and they might die pretty fast in a cage. If you manage to solve that problem, with live plants or something, then aphids reproduce incredibly fast and you may soon have and aphid 'problem' in your cage. But, I may not be remembering correctly, and also, I was super amateur at mantises then. But you may be able to either clean them off, or devise some method of preventing this in the first place. Even better, you may not even have this problem at all.