@amzamz yes, there is a lot of info lacking. But, there are caterpillar rearing groups, and ours in Africa has been very active and has published - check out the Pillar Parade link in my comment further up.
When the CRG was started in 2011/12 we knew something about the life-histories and host-plants for about 7% of southern African lepis (info gathered from all published material), and much less than that for parasitoid associations.
By the end of our rearing season this year (June) we had records for 13.6% of our lepis (10,636 records), effectively doubling, in seven years, the available information which was accumulated in over a cenury before. And we have more than 600 lepi-parasitoid associations now too.
Some of the data gathered includes sexual dimorphism in caterpillars and cocoons, as well as pupae and adults. All from rearing experiments as you have suggested :-)
Why not start a rearing group in your area? If you need any help with this, just ask :-)