Bug,
It depends on the species, instar and environment. Also depends what you mean by a "few" days. Most mantids can go for a week without food and survive. Water can be just (if not, in a few cases, more) as important.
You can place them in a cooler environment (~ 65 deg F) which will slow down their metabolism. But again, that depends on the species. In general, leaving them for 3 or 4 days is fine. But again, depends on the details listed earlier.