My flock gets a daily treat of dried mealworms and sunflower seeds, but as for "live" treats they are on their own. I provide the opportunity for that by letting them forage in the yard and in my 50' x 60' garden. I especially like this time of year when the days warm up just enough that some bugs come to life and the flock finds them and eats them before they have a chance to reproduce. I flipped over a large pile of weeds in the garden the other day and there were hundreds of baby spiders running around underneath. The flock had them devoured in minutes.
Though I have read some bugs and earthworms can cause parasites I do not discourage my birds from eating anything that comes natural to them. I believe a diverse diet (even with the risk of parasitic involvement) is much more healthy than a cooped-up feed only diet.