I am very confused. Lots of mixed messages on 'to use sand or not to use sand'

Also use of orchid chippings? forest bed? calcium sand? tissue paper? I would be grateful for advice so i can choose a good substrate and stick to it (without potentially killing my geckos by choking them on wood chip).

Also Diet, i have brought my two geckos (pinky and kinky) up on crickets and occasional wax worm. What else can i give them to vary their diet. They don't like Mealy worm