Have you considered giving them some honey or anything else to tide them over? I've even heard people giving small pieces of raw hamburger in a real pinch, but obviously not something you want to do regularly. You could also try possibly cutting the flies you have into smaller pieces. The mantids obviously wont see them move then, but if you touch a piece to their mouth they might just start eating it and grab it from you.
One more possibility, not sure if you have house plants, but if you do and you search the soil carefully you can usually find some small fungus gnats. I had to do this the last few days for a small spider sling I have who is too small for flies. They are hard to see though and you will likely need a flashlight or something.
Wish I would have seen your post yesterday, I would have overnighted some melanos to you, however they still woudn't have arrived until Monday. Keep us updated when the ones you ordered are due to arrive.