In some species of mantids, for example the
Orchids (Hymenopus coronatus) it is said between 3 to 5 inbreed generations and defected and/or sterile nymphs are the result (as discussed from some various breeders of the species). The problem encountered thought by several breeders, is from the various Orchid mantids in the hobby all originating from the same original mantid parents. So mixing in some further distant related (or preferably unrelated) Orchids are needed to keep their gene pool from mutating.
Thankfully, in nearly all other mantid species it doesn't seem to be a issue at all, as mentioned by other breeders. Personally I've only done one generation of inbreeding various species without problems most of the time. As I keep native species, and as such I always have new parents/stock from wild captive specimens in the gene pool, or I am ready to try a new species by that point so it isn't a issue.