hi.
I've never seen it, at least in the ones i've kept.
From what i've seen, at least half the time, they just start eating whichever part 'comes to hand' first, so can end up devouring the abdomen end first and the head end last, or the upperside or underside first, with the poor creature remaining alive and kicking the whole time. This could be bad in that it may attract a bird or other predator, but if it did try to find the head it may take longer anyway, counteracting any potential advantage.
On the other hand, messing around trying to find the head end may give the prey a chance to wriggle free or sting, so on balance it probably makes sense overall just start eating as fast a possible; the results the same for the mantis! Unless you saw the mantis turn the prey and search for the head end it was probably just how the mantis grabbed the prey that time.
I've have however read they do this, but it was probably only in a general sort insect book and the author had probably not actually observed it himself. I guess its just one of those myths about mantises, like flower mantises sitting around on flowers specifically (which would imply they have the ability to keep searching selectively to find new flowers which by their nature only last a short time). but thats another issue.