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 bulk.
While I agree that many small invertebrates do often harbor parasitic worms, that is only true of wild things that are found in chicken foraging areas. The worms, beetles, crickets, ants, grasshoppers, etc. will consume the worm eggs excreted by the chickens making them intermediate hosts. The same is not true of farm raised crickets and mealworms. There are no worm eggs in the substrate used to feed and foster them.
I also agree that chickens fed primarily a fresh complete chicken feed formulated for their age don't really need extra treats to be healthy.