Yes dubias are our staple backup food for when we don't have flies. We feed them whole. They like to burrow in substrate so we feed them out on a smooth surface where they cannot hide and where the mantis can easily grab them. The main problem is that they quickly become too large to feed most nymphs, in which case you would have to cut them up. We are working on getting a small breeding colony going so that we always have dubia nymphs.
For feeding, I do a variety. If we have blanched zucchini, I feed them a couple slices of that. They eat it quickly. Then I supplement with a variety of fish and shrimp food. Shrimp pellets and your average flakes are always a hit. For water, we will lightly mist the sides every now and then so they can drink the drops, but we don't like to keep it humid due to smell. We also always give them a supply of water crystals. I haven't had any problems with it.
I will say that our mantises prefer the banana roaches due to their faster movement, but feeding is somewhat more of a pain since they are faster and can climb and dig.