When you have one mantis, that's always a tough one to deal with during the winter. When you have a lot of mantids, you don't mind purchasing fly pupae, etc online or you can be like Patrick and breed your own feeders. I think Patrick breeds about 100 different type of feeders now, haha.
There are places that sell fly pupae pretty cheap. Rebecca sells 100 fly pupae for only $3. However, it's the shipping that cost more than the pupae. Maybe you can find some place online that is almost local so shipping would be cheap. If shipping was around $5 (priority mail) and it was only $3 for fly pupae, it would probably be worth it during the winter. The only negative with fly pupae is that you can't keep it too long in the frig or else the hatch rate will go down. I have heard about 2 weeks max? I am no fly expert and so maybe others can make suggestions regarding places that will sell small quantities of fly pupae and the shipping is cheap. Also, how long you can refrig the pupae before hatch rates start to drop.