Hey Sean, If you are talking about catching them and feeding them off it is not a good idea because you take the risk of parasites. If you are buying them or breeding them I think they are ok. You may want someone with more experience to chime in.
I give my chameleons wild caught grasshoppers most summers. They dont get many of them, as I only catch them when I'm on an organic farm out in the country. This greatly reduces the pestacides concern. The parasite concern is still there. So far I've had pretty good luck. But I'm also willing and able to pay for fecals and medicines if needed.