You could look around for people who've had them hitchhike in on live rock. Those are still wild-caught, but would be actively looking for a home, as people who get them accidentally generally don't want them.
Also, I wouldn't be too worried about the impact on wild populations. Mantis shrimp aren't being collected in massive numbers, after all- the demand for them is relatively low, even the pretty ones, since they require a species tank. And they aren't some big, old, slow-growing animal, I'd imagine they breed decently fast.