They can't grow their legs back, but they may be able to still breed without them, I really don't see why not. Then again I don't know too much about grasshoppers.

It's too bad that the female died, it would have been pretty cool to get some babies. Most grasshoppers will just lay their eggs in the soil and they will hatch from the soil, no need to move them. Some people who breed crickets will put just a small plastic container of soil in with the adult crickets so that the females will lay the eggs in there and then they'll move the container with the eggs to a bigger tank for them to hatch, that way they don't disturb the soil/eggs.