I am not sure about hemolymph specifically but do keep in mind that the anthrone assay is far from specific to glucose. Indeed it will readily react with many other sugars. See Cerning-Beroard (?) "A note on sugar determination by the anthrone method" available here:
If you want specifically glucose I would suggest using a glucose-oxidase kit or similar.
As Yoram Gerchman mentioned above there are some commercially available kits for glucose that are readily available. I've used them as well as the anthrone method in the past for measuring glucose in Callinectes sapidus.
A nice idea indeed! Do make sure the range is right. As those machines are designed to human blood they tend to give "High" and "Low" if you cross the borders. See bellow for discussion and keep in mind the limits might be different for different brands.