Yes, you can give them dried cat and dog food, but I wouldn't use it as the main substrate. The whole grains will be difficult for them to consume. Are you able to get wheat bran where you live?
Yes, I can get wheat brean.
I have my own little mill and can break up the whole grains it to very small size. When I do that, can I then give them smahed up grains?
I completely agree on all counts. However, years ago we had an analysis done on mealworms raised with just potatoes and wheat bran vs. potatoes, wheat bran and some cat food added and the latter mixture produced mealworms that were nutritionally better (better at least for other arthropods that were eating only mealworms). So, there might be some benefit to adding cat food, but I wouldn't spend the extra money for it if I didn't already have some.
I have some dog and cat dry food. It is not very good quality but it will serve for worms.
