Meganueras are huge prehistoric dragonflies seen in Book 1: Keeper of the Lost Cities.
Grady was giving one of them some exercise by letting it fly around in the air while he held it on some sort of leash when Sophie came home from school. When she saw it, she was extremely scared, even though it was a younger one. It dove at Sophie, and Sophie then screamed. It is not mentioned in the rest of the books. At a young age, they are around the size of a vulture, though when they are fully grown they are twice as big. Their eyes are described as huge disco balls. To give them exercise, an elf will walk around holding them on a thick cord.