Forget mealworms, use roaches! They are quite $$ but if you get a sale on a Blaberus species, you can keep a good supply around. Roaches are much meatier and have less chitin and FAT. I specify Blaberus because they don't climb glass/smooth plastic or fly (adult males can fly a few inches but not enough to get out), and have both the upside and downside that they are not fast reproducing, so you have to make sure you don't feed too often, but you don't really have to worry about them taking over the house if they get out. You could also research Blatta lateralis, which are cheaper.
Either way, if you are careful, you will only have to buy roaches once. Instead of 4$ here and there for mealworms live or in a can that have eaten Lord-knows-what and you have no idea what the living conditions were, you could spend 100$ for roaches one time only, feed them what you know is good and hearty food, and you are set.
The nutritional analysis was completed New Jersey Feed Laboratory, Inc.
Feeder Insect Bug name Moisture Protein Fat Fiber
B. Laterallis Roach (Blatta Bugs) 63.63% 36,5% 5.13% 1.19 %
B. Dubia ( Orange Spotted Roach) 61.18% 35.6% 6.75% 3.25%
G. Portentosa (Hissing Roaches) 64% 27% 5% 5.6%
Crickets 71.96% 21.5% 6.26% 1.29%
Mealworms 58.74% 21% 15.52% 2%