In the same way that you can make an Under the leg throw in four different ways, you can also catch under either leg with either hand.
Same leg catch
Catch a ball under the leg on the same side as the catching hand. That is the left hand catches under the left leg & the right hand catches under the right leg.
Start with one ball & throw it as a normal cascade throw but slightly further forward & to the centre of your body. Lift your leg to the outside of the ball & quickly whip your hand underneath so that it is close to the knee joint where you have the most room to move. Your forearm should be in the pocket behind your knee & your hand should poke out far enough so that you can see your wrist. Try not to let your arm & your leg touch, if you are pushing down with your leg on your arm it is very difficult to pull your arm up to catch the ball.
Opposite leg catch
Catch a ball under the leg on the opposite side as the catching hand. That is the left hand catches under the right leg & the right hand catches under the left leg.
The throw is exactly the same as for a same leg catch. Twist your hips to the side that you are going to make the catch but keep your upper body facing forward. Lift your knee or kick your leg out to the opposite side, whip your hand under your leg putting your forearm in the knee socket so that your hand has full freedom of movement under your leg.
Juggle a Cascade, pick a ball & throw it straight up to fall in the centre. As you start to lift your leg throw the ball from the hand you are about to catch with as an Over the top throw, throw it higher to above head height. Snap your hand under your leg to make the catch, bring your hand out from under the leg & resume juggling.
Remember to put your foot back on the floor.
Try combining under the leg catches with Under the leg throws, instead of throwing over the top before making the catch, throw it under the same leg & under the incoming ball. Also try juggling with one hand stuck under a leg, put your arm under your leg so that it sticks out as far as possible. You'll need to juggle a very low & tight cascade throwing & catching with the wrist only.