Mealworms are fine so long as you gutload them properly.

I keep anywhere from 500-1000 at any given time in the fridge, and twice a week I take them out for 24 hours and allow them to feed on potato, apple, carrot, or whatever other veggies or cereal I have on hand. Basically, if its good for you, its good for the worms, which is good for the leos.