Leopard geckos eat quite alot of mealworms, in my opinion it would be worth it. Mealworms are quite easy to breed. You can keep extras in the fridge and they will last longer, just give them time to gutload first before feeding refrigerated

Store bought meal worms really need to be fed/gut loaded for a day or 2 first anyway. If you raise your own at least you know they have been fed a better diet their whole lives and are much more nutritious.