Most caterpillars are not sexually dimorphic, and the adults aren’t either (apart from antenna form), so sexing them is probably not possible.
But, good news!, lepis that have strongly sexually dimorphic adults, often have sexually dimorphic caterpillars. In my experience (in Africa) these are mostly lasiocampids, lymantriines and arctiines. Usually it’s just a size difference (females larger than males).
We have one species with obvious sexual dimorphism - Mountain Whitespot - the females in later instars are orange while the males stay black. Only the adult male is winged, the female is a wingless grub-like beastie who never even leaves the cocoon. Males find the females by following their pheromones, chew their way into the cocoon (with what, one wonders), and mate with her inside the cocoon. She then lays eggs in there, and when the pillars hatch, their first meal is their mum. This is a fascinating species all round, and there are some populations that are completely parthenogenetic without any males at all! But I digress…:-)