I would not send a missing bug to a TB graveyard; that would screw up it's mileage if it is ever "found" or replaced. As cache owner (or TB owner), you can mark the TB as missing.
Although a TB may have been in a cache of yours that gets muggled, I don't think you are responsible for replacing it. As a TB owner, I know that I am at the mercy of muggles or of geocachers that just don't like to play nicely. We have a TB (a US GeoCoin) that has been held by a geocacher for over seven months. We hope that eventually it will get back in circulation.
We have another TB that we thought had been sitting in a cache since last June. A cacher just logged it last week saying "my kids picked it up last fall" but it was not logged. Hopefully it will be moving to Texas soon. "Missing" TB can always turn up.