yes you certainly can feed your veiled or panther chameleon praying mantis.
But, it's a bit of PITA.
Since, to ensure the nutrition, this is basically the process:
gutload -> crickets ->Praying mantis -> Chameleon
due to that, I wouldn't make it a staple feeder since it can get quite expensive as well.
I do not clip the front claw since I only feed the baby/ juvie mantises to my adult chameleon.
So, the mantises won't pose too much of a threat.
As far as species, I would stick with the common one such as chinese mantis and european religiosa.
You don't have to catch them in the wild, many nurseries should sell the oothecas.
That way, you can be sure that they do not have pesticides trace in them.
dont get me wrong ive always liked mantids and ive thought of gettin one as a pet, but are abit more pricey over here and cant be found in the wild(i dont think)
its a waste of time to feed it up for ages just to feed to my chams, but at least now i no that i can captively feed them as a treat (xmas!!!)