I do. I have 8 large flat tupperware boxes (1' W x 2' L x 6" H). I've drilled holes in the lids to allow for ventilation. I filled them with wheat bran from the local discount grocery store (they sell bulk & will order a 20# bag for me). I'll mix in oat bran or whatever stale cereal or bread I have as well (this is the "food"). Then I layer potatoes or apples on top of the bran (for their "water"). I started my colony with 10,000 worm that I got from ordering online (can't remember which site but do a good search as priced seemed to vary widely). I just poured them in & let 'em go. They'll molt into larvae which become cute little brown beetles that lay their eggs that hatch into more meal worms. Ta da! You add more wheat bran & potatoes as they consume it.
About once or twice a year, the worm castings (aka "poo") will accumulate enough that I sift out out the worms & beetles, remove the castings (which is a very fine brownish dust & a fabulous plant fertilizer), add fresh "food" & "water" & put back the worms & the beetles. They'll be more of delay for new worms after this because you've sifted out the eggs - they are so small that you can't really even see them. You have to give the beetles time to lay more.
Be careful to watch for mold. Don't add anything with mold & remove anything that develops mold as this can kill your whole colony.
It's nice to grow my own as I can have a variety of sizes on hand - the big worms are too much for a little chick to handle usually.
It's so fun to watch fluffy butts discover these yummy treats for the first time, running around in circles trying to keep the worm to themselves.