We have had this problem with our peacock mantis "Courage". Through trail and error we have found a few tricks that have helped him eat more frequently.
1. Bug guts like everyone mentioned. The hard thing for us is getting him to recognize it as food and not a threat. Once he goes into a defensive pose we have to wait a while before trying again. Then, he will often drop the meal mid-way causing us to restart. We have used mealwoms and superworms with success. Crickets were not successful.
2. Flying prey. He won't touch a dubia roach, and even finds the small ones threatening. House flies and blue bottles have had a better success rate, but he takes a long time to catch them. Flying prey is about the only thing that seems to trigger his prey drive.
3. Banana roaches. Not sure why, but he will eat adult banana roaches. Maybe the color makes some difference to him? This is a hard one still. We put him in a medium deli container trapped with one or two banana roaches. After an hour or two he will likely have caught one. This is hard because it requires you culture banana roaches, and it takes 3-4 to fill up an adult mantis. We like the banana roaches as a feeder/pet combination though. They have more care requirements than dubias, but are also much cooler to look at.
He takes the most time out of any of our mantises to care for. We try to feed him 2-3 times per week and it is a 45-60 minute ordeal every time. If he happens to start his meal out of his enclosure, he takes 2-3 hours to finish his prey, which is also a pain to monitor him and then put him back. Our other mantises take less time combined to care for.