How old do the chicks need to be before they can spend some time outside supervised? You can do it at any time, but I would keep it shorter the younger they are so they are not away from their heat source for long enough to become chilled.
How old do they need to be to be given some dried mealworms? Do they need chick grit with it? You can also do it at any time, although you may have to crush them up into smaller pieces. I usually wait until they are a week old to start giving treats, just to make sure their digestion is working properly but that is personal preference. They will need grit.