silkworms are a very healthy choice. i would feed as many as your leo wants to eat... as they know when they are full.

yes, you can dust your silkworms if you wish. no problem there. here's some nutritional information for you:

silkworms VS crickets

crude protein ~ 63.8% vs 11.4%
fat ~ 10.6% vs 22.7%
ash~ 7.4% vs 9.9%
carbs~ 18.2% vs 56.0%
phosphorus~ 0.8% vs 0.78%
Ca : P ratio~ 1 : 2.35 vs 1 : 9.75

and remember... variety is the spice of life... so always gift a variety to your leo