If I were to do it, I'd go for crickets. A handful thrown into shavings in the coop would occupy bored hens for quite a while.
It is also pretty easy to keep a large number of crickets (as with mealworms). I used to raise them. An aquarium with sand on the bottom, some food and water in a warm...
You'll do much better pricewise buying crickets and mealworms in bulk online. There are dozens of companies selling them by the thousands or even hundreds of thousands at a fraction of the cost of buying from a pet store. Even places like PetCo and Pet Smart have online stores where they sell in...