I find them glued in place by their mammas on the house window frames, tree branches, rose canes and even on the concrete retaining wall. You could use some Elmer's Glue and stick them to a tree branch where they'd be protected from being washed off by the hose or sprinklers as well as long periods of intense, direct, hot sun. You could try straight pins stuck through the bottom edge of the casing, being careful not to pierce any of the egg sacks, to pin it to a wooden stake in the garden or to a woody branch or limb.

The baby mantids do crawl all over, just like the adults do. They are excellent hunters, so I wouldn't worry about them "flying away". Kim