Supers are ok in moderation not as a staple of there diet. Mealworms are not a problem at all. Dubia are good but the play dead thing is a pain as most leo's want there food moving. Discoids are a better roach for that. Butter worms are very good as well just expensive as hell. Crickets are fine as well, but you have to watch them as they will snack on your leo if left in the cage too long. So you might want to leave something for the crickets to eat in the cage.

The single most important thing is to gut load your insects no matter what they are.

Nice set up by the way. One thing don't use paper towel in the moist hide, get yourself some new zealand sphagnum moss (beige/off white moss not green moss) it lasts a long time holds moisture and doesn't mold very easily. If you have any questions or need some advice feel free to pm me.