Tanglefoot coated traps are commonly used to trap insects and it's possible to harvest individual insects for PCR work. However, this is not convenient when insects are numerous or small. I'd like to scrape the tanglefoot and process that directly.
I am not sure if it is a good idea to process the insects with the tanglefoot glue. To break the glue down, you will need a pretty aggressive organic solvents. This will inevitably interfere with the PCR process.
It will be far easier if you use a space trap ( pitfall, funnel or Mcphil) charged with a slow release Dichlorphos impregnated strips . This will give you a complete and undamaged insect good for both taxonomy identification as well PCR work.
I used to use liquid paraffin to seperate insects from sticky traps. This was for visual identification, I don't know if it would interfere with the PCR. It was also good for removing the Tanglefoot from hands, hair, etc.
We made our own traps by painting the tanglefoot glue onto plastic or cellulose cards. The trick was to get as thin a layer of glue as possible, which appeared to make little difference to the numbers trapped, but made it much easier to remove the insects.
I don't have a PCR protocol but I found a paper on the sticky trap removal as I am interested in a similar matter by Miller et al. published in 1993: INSECT REMOVAL FROM STICKY TRAPS USING A CITRUS OIL SOLVENT, it is open access. I found it searching with google. I am actually trying to make my own citrus oil from lemons as it was the cheapest method.