Rolled oats in the tray that you put the screen bottom on, and wheat bran in all the rest. Wheat bran will sift through the screen. The beetles like the rolled oats and they don't sift through, emptying the tray, leaving the beetles with no substrate.
Look into wheat mill run. It's an alternative (cheap) to wheat bran, and I recently discovered larvae raised on it grow to sizes nearly double that of larvae on bran. I use both - the bran for larvae I want to eventually pupate and the mill run for larvae I want to feed to my chickens as the mill run larvae are reluctant to pupate.