I alway worried about scorching my chicks too! So now I raise them with a heating pad instead of a lamp... it's a lot easier for them to regulate their own body temp that way. It's easy to build your own heat "cave" and it also lets chicks experience regular day/night cycles and cooler air as well, just like a mother hen would offer her own chicks. Here's a few articles if this idea interests you:
Mama Heating Pad
Pseudo Brooder Heater ‘Plate’
As far as red worms, I think many of us wait a couple weeks before introducing other foods besides chick starter, then be sure to offer grit as well. Chick feed is water soluble, but once you start giving bugs and other grains, the grit is necessary to help grind and break down those foods. I would keep it to a minimum until they have a chance to build some immunities. Another fun thing I like to introduce at about a week or two is a chunk of sod from the yard. Chicks enjoy nibbling and scratching through it.
Good luck with your flock and hope they don't end up in the fry pan!