I have one that does, but she's an enigma and she's like, "special education I ride the short bus..." so I don't think she really means to...If they happen to be in her tank, then she'll eat them. LOL. I don't think they do on a regular basis, though.
I've never had a leo that eats them I think like Maia you may get one once in a blue moon that follows the see food diet, But not normally I have never seen one go for the beetles/