This is a really interesting topic, with lots of different ideas. Here are a few thoughts based on my very limited knowledge of insect parasitism.
Mantids are parasitized by a variety of tiny wasps and tachinid flies.
Parasites can get "on board" a mantis. At least one wasp regularly does this, usually mounting a female, living off her tissue as a non-fatal ectoparasite and scooting down the tip of the abdomen to lay her eggs in the mantis's ooth before the protein froth hardens. The larval wasps are parasitoids that each eat one egg.
Usually, if a beetle, or a tarantula is paralyzed by a parasitoid, it remains paralyzed until it is consumed. Eggs are usually laid on rather than in the victim.
Parasites that lay their eggs on the surface of their prey can parasitize a small number of related insects. Those that lay their eggs inside the prey often specialize in one species. The host's immune system will try to engulf or destroy the eggs, and the parasite needs to suppress these defenses with a variety of species-specific viruses and egg coatings. The parasitic larva can also control the host's hormones so that the host and parasite pupate at the same time. For this reason, and for the reason that Superfreak pointed out yesterday, the transfer of a parasite from one host to another by being eaten is as close to impossible as anything in nature can be. Of course, I am not talking here about parasites like the mosquito that use multiple hosts in their life cycle.
Also, for obvious reasons, one host insect can only support a biomass substantially smaller than itself until close to the end of its life. For this reason the number of parasites per host is very limited. It is believed that when a parasite injects an egg into a host, she leaves a pheromone marker so that no other parasite or close relative will reparasitize it. This is one of the main reasons why I think that Rick's mantis and someone else's dead grasshopper were not parasitized, even though both are subject to parasitism.
I suspect that when you find a dead insect or one that contains dead or necrotic tissue that is full of maggots, the maggots, like house and phorid fly larvae, are simply eating the dead flesh and did not get there before a fly laid its eggs in the dead tissue. So I'm going to bet hat the maggots turn out to belong to some small, non parasitic fly.
Arkanis: we don't need insect parasites, we already have a huge number of nematodes, trematodes and cystodes, that just love human insides and can't wait to leap on us!