Hi,
I always keep the cocoons of silkies that were not eaten in caterpillar stage. In fact, they are what Cyrus is mainly getting right now. A head's up - female moths (all species) emerge from their cocoon with undeveloped eggs. If he eats one you will see all sorts of little white eggs in his next poop - don't go into a panic - they are not parasites or some weird egg. I have some great photos of a silkworm egg-laden poop. I have taken them off web, but will look and post fr you later. My vet was shocked until I told him what they were.
But yes, place them on the screen, branch, whatever and he will likely shoot right away. they cannot fly but will certain flutter (especially if you have a male and female in close proximity. A male moth will do amazing things to find his lady!
lele
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Chameleon Help & Resource Info
1.0 Nosy Be Panther Chameleon - Cyrus
0.1 Veiled Chameleon - Luna. She's now hanging from her big jungle gym in the sky
1.0 Beardie - Darwin
1.1.1 Side-blotched lizards - Ana and Stan
0.2 felines - Kyndra and Lita
0.1 African Clawed Frog - Skippy
0.1 Chilean Rose Hair Tarantula - Rosa Leigh, Died 4/21/06 
0.1 Goliath Bird-Eater Tarantula - Natasha, donated to science 4/4/06
?.? Pinktoe Tarantula - no name yet