I have some sad news. The last of our praying mantis babies died this week. We only had three left, and it seemed that they were trying to shed their first skins, and couldn't get them off. I did a little research, and it sounds like they needed more moisture in their environment.
This certainly has been a learning experience. Hopefully we will be able to do a little better if either of our other two egg cases hatch. I was so very sad to lose that last little bug today, though. So were the kids.