Nope, they don't fly at all. They just crawl around and lay eggs, you can start a colony if you want...free worms!
Get a small bin and put some oatmeal/wheat germ/baby rice cereal (good whole grainy thingies) in it, add the beetles and let 'em have at it. Keep a bin for worms and one for beetles/eggs/baby worms. Every now and again switch bins around, when the worms run low in one and the other bin's worms get big.
Never ending supply of worms, so easy to do.

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