My sister did. She poked holes all over it for air. I guess the claws can grab onto the holes too. Really though, I think there are better choices... even a piece of cloth is better.
and then theres potential static..., no grip ~(mantids usually hold on to the top of their enclosure, the onl thing i use cling film for is raising humidity in mesh cages (puting it on the outside) and wrapping food