I would deffinilty stay away from it. First being that its a different speices and you dont know how its going to react. Second you dont no if the catapillar has any parasites/mites that he could easily pass on to your snake. And finally is there a chance he could leach on to the snake and begin to eat? Like crikets do to Lizards for an example
I would say its a definite no - no
Chris