I had the same thought but I think the chances are very rare because there is normally a mesh/filter of some sort blocking the entry of insects to the fan and other parts so there is nothing for them to eat. And when I opened my very old style hood to clean, there were no signs of dead bugs or droppings which I was expecting. But if you are still worried about it, there are kitchen vent covers which have a mesh that can prevent lizards and adult roaches from going in. I bought one online but haven't installed yet.

I also checked the hood duct and it was clean, was expecting it to be sticky with oil and holding alot of lizard/insect droppings but there was nothing. Just cover the vent with mesh and you should be ok.