Do bats catch insects in there moth or wings?

They use their tail membrane to scoop the insect and then duck their head into the membrane with their mouths to eat.

The Horseshoe bat Rhinolophus has shown a wingtip used in the same way to scoop up a moth to its mouth. (Frederic Webster & J. J. G. McCue in Nat Geo.v.119,#4 Apr 1961)