If you want to use wild-caught insects, always freeze them over night to kill anything that might be inside them. I wouldn't suggest using "fried" bugs though, not as nutritious for the ants.
Edit: That last sentence was horribly written. What I meant to specify was using fruit flies killed by the zapper probably isn't the best idea, as they will basically explode and lose a lot of their body substance. In my opinion, it'd be a waste to zap them than catching live and freezing.
What do you mean explode?.. I've killed numerous small insect with electric fly swatters, and it only shocks them from my experience.. I've never had any insect, no matter how small, explode from such an insignificant amount of electricity that is transferred in the short amount of time before they fall to the floor. The only thing I have ever experienced that might not make them a good choice for a colony's diet would be when they literally burn.
When insects are hit by the electricity, the noises heard are popping from the current running through the insect and singeing it. In that process, there are little bursts of escaping gases that happen on/inside the target. With a fruit fly, given how tiny those flies are, they are more likely to burst than an insect larger than it.
I also doubt you would have noticed little insects, such as fruit flies, being damaged from electric fly swatters in such a manner as your goal was to get rid of them quickly, and not look at each one that is killed. It also depends on the voltage of the swatter; as low voltage won't cause as much damage as the higher ones on the market.