What kind of bug and how big was it? A big roach maybe would have enough nutrients in its decaying body to feed a cutting a little bit. But I'd have to say I'm doubtful that this will work dependably. I start cuttings of all sorts of plants in water, some make roots right away and some take weeks or months. Depends mostly on the cutting, where it came from on the mother plant, what stage of growth it's at, the temperatures (all mine are outdoors) and light levels.
I've put 5 cuttings of my Brugmansias in one jar of water, left them on the patio table and had some make roots right away, some sit happily with perky leaves and no roots, and some rot and die, all in the same jar, all from the same pruning of the same plant on the same day. Begonias the same, some make roots immediately, some wait weeks.
