I'm not an expert, just started, but...
I gave worms to my babies at 3 days old. Since then they've also had: pill bugs (you know, the "roly poly bugs"...gray that roll up into a ball), moths, grubs, ant larvae, termites, and ladybugs (although I didn't give them the ladybugs...they fell in their brooder cuz my house is full of them...they didn't like those much though) from the insect world. Besides bugs they've had spaghetti noodles, yogurt, oatmeal, boiled egg, scrambled egg, steamed spinach, and steamed peas. They turned two weeks old today.
My grandfather (now 91) had chickens most of his life. He said that baby chicks hatched and raised with the mother hen had access to everything mama hen would eat. So feeding them bugs is a natural diet in my opinion, and his as well. I trust what he has to say.