Maze also likes to stick her nose right up to the prey item before striking. Sometimes they just miss, especially if your prey item has cooled some between when you heated and when you offered. Doesn't take long at all for that to happen.
Honestly, my CUC isn't large enough yet for that to be an issue. I also don't drop feed, so I don't face the risk of the bugs finding the rat before she does. She eats right off the tongs. I want to experiment with how I offer food, though -- CUC bugs don't ~usually~ climb (unless you have aboreal bugs), so maybe placing it up higher on a branch would work for drop feeding.
And if they do swallow a few bugs -- it's not like they wouldn't in the wild. They break down organic material pretty dang efficiently, and I've never heard of someone having problems because their BP swallowed a tiny springtail.