I wouldnt recommend it. Many butterflies, especial colorful ones, are poisonous. Plus you would have to cut off the wings first (hard to digest) and they dont have much meat but a lot of exoskeleton.
i agree, it could have parasites (maybe) from when it was outside. and its not really anything to eat besides wings and skin, dont risk it when you can feed em gut loaded crickets that have more than skin and wing