I don't have an exact answer because you are talking about a order so that is not that specific, but I learned that in some species the males have smaller less expressed wings, or no wings at all. is some species like ants the males gets wings to search for females. There could also be a difference in size with most of the times smaller males then females.
Sorry, the only thing I know is that they may different in size (which doesn't say anything) but maybe you can look at the size of the antennae, but due to your method this would be very hard to determine if one individual is male or female.
In bigger species you may be able to see genitalia with a magnifying glass. I used this method to distinguise the sex of various butterfly species.