i order mine straight from the source: http://www.phoenixworm.com. i'd recommend mediums--they are a little small but this gives you more time to feed them off before they turn into little fly things (actually if you keep them in the cup they probably won't turn into flies but will dry up and die. to get them to survive and turn into flies you need to remove them from the cup and place them in a dry container. supposedly some critters love the fly version of the phoenix worm. )
anyhoo, you do have to order a lot of worms if you order from phoenixworm.com but that is the only place i can really recommend because that's the only place i've ever ordered from.
i have considered this place: https://coastalsilkworms.com/ but i see they don't have any phoenix worms in stock at the moment (usually you can order them by the 50ct. cup). you might try one of their silkworm pods--everything the silkworm needs to survive comes packaged in the pod, you just open it each time you need to feed your gecko.