Certified Organic parsley, fennel, and other plants can be treated with Bt - deadly to caterpillars.
When you purchase your host plants for immediate use, please ask whether they have been treated with anything (chemical or organic) that can harm caterpillars. Most nurseries will be honest. BUT also check to see if the plants have been at the nursery for 8 weeks. If not, there is a chance that the nursery that grew the plants used insecticide on the plants.
Bt is a derivative of a lepidopteron disease, Bacillus Thuriengensis . Bt is used to kill 'worms' in and on food. Corn, green beans, sweet peppers, banana peppers, and other vegetables are often treated with Bt. Parsley, fennel, dill, and other edible herbs are often treated with Bt. It is a soil borne bacterium that occurs naturally. It is organic and thus can be used on 'certified organic' plants. 'Certified Organic' was created for safe mammal consumption, not safe insect consumption. Once a caterpillar eats Bt, certain proteins binds to intestinal linings and ruptures cells. Within a few hours, the caterpillar stops eating. It will die within three days.
Milkweed grows wild up north. Monarch caterpillars are shipped with tropical milkweed leaves. When they arrive, they should be taken out of their container and placed on fresh milkweed leaves. Small larvae should be fed tender young leaves. Monarch caterpillars will change from tropical milkweed to common milkweed leaves without problems. But use caution if you are using wild milkweed! Dogbane resembles milkweed so much that even experienced butterfly farmers have been known to mistakenly cut dogbane and feed it to their caterpillars. The caterpillars cannot eat dogbane and starve. Milkweed growing wild will rarely be sprayed with chemicals but if a mosquito truck has sprayed lately, the plants could have poison on them. You may want to choose plants farther from the highway.
While talking about safe plants, I would like to mention two more things.
Disinfect your rearing containers before using them again. They should be disinfected between each set of caterpillars. If your rearing container is a plastic tote or tub, lining it with a garbage bag will make it easier to clean. Just take out the bag with frass and dump it in the garbage. Don't keep them sealed totally; they do need airflow.
Flea and tick prevention such as Frontline and Advantix can be deadly to caterpillars. If you have a pet with these items on them, please keep them out of the room with caterpillars. Be sure to wash your hands after petting your dogs.