If you are providing everything they eat you want the chick feed to be the majority of what they eat. The chick feed is a balanced diet of all the nutrients they need, if you give them too much of something else it can upset that balance. A general rule of thumb for chicks or grown chickens is that if they can clean it up in 15 minutes or less you are OK. You are not going to upset that balanced diet. You don't need to feed them any of that, they don't need it, but in moderation it doesn't hurt them.
If they are being raised by a broody hen and she takes them out to forage for some of their food you've lost all control over that. If you have older chickens and they forage for a lot of their food you've lost all control over micromanaging their diet too. Chicks raised by a broody hen typically do very well even if we don't micromanage that diet. In my opinion, people tend to overthink things like this.
Your chicks are not going to learn to eat their own eggs by you feeding them egg yolks. You can feed them the cooked egg whites without worry. People worry about that a lot, if it makes you feel better just crumble them up.
On the meal worms, I'll tell a story. One time I had about twenty 10 week old chicks free ranging. When I was preparing corn from the garden for canning I collected a small yogurt cup of corn ear worms. I dumped those worms in a pile near the chicks. Inch by inch, step by sneaky step the chicks edged closer. A worm wiggled! Run away! Run away! But they didn't run far. Very soon, inch by inch, step by sneaky step the chicks edged closer. A worm wiggled! Run away! Run away! They repeated this about four times until a very brave cockerel managed to grab one and eat it. That's all it took, those corn ear worms were all gone in a few seconds. It is stuff like that that makes chick TV better than anything on cable, satellite, or antenna.
It is not unusual at all for chickens to not eat something that you read on here is a favorite treat. I toss a lot of stuff from the garden to them. Sometimes they come running and devour it. Sometimes they ignore it, even if it is something they are supposed to love. Often they ignore it for a while, then one gets brave enough to try it. Soon they are all eating it. Just offer them the different things and be patient. If they want it they will eat it.