Typically when people are talking about gut-loading crickets it is because they are feeding to animals like reptiles. Crickets do not naturally have enough calcium in their bodies to support reptiles. If you feed your reptiles solely crickets, they will suffer from metabolic bone disease, which causes all sorts of deformities and will most likely ultimately result in a long, painful death. To counteract this most people gut-load/dust with special calcium enriched supplements.
Mantises don't have bones. As long as you are feeding your crickets a healthy diet you don't need to use any special supplements to gut-load them. It should otherwise be common sense that a healthy diet for your feeder is important for a healthy diet of your mantis.