If he is not out where he can eat sand and pebbles, then, yes, he needs some grit.
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I thought once I heard that live mealworms have powerful jaws/mandibles, and can hurt animals that eat them, by chopping at their stomach lining from within. I'd heard something about cutting off live mealworm's heads before feeding them to avoid this. I don't actually know if this is just a rumor, and/or if this applies to your situation, though.