Why no worms?

[jklhgyfhg]

I agree with the above comments. Most likely the substrate was too deep and your beetles ate the eggs.
There are some pretty fancy sifters out there to make this job easier, but I find I just pick out the pupa as I see them when looking for mealworms and they go into their own container until they hatch into the beetles. As soon as the beetles hatch, I put them into a different container that I have cut the bottom out of and put window screen on. This container fits inside another one with a few inch gap of space underneath (and substrate for new larvae) Because the beetles burrow when they lay their eggs, they lay them on the screen and as the eggs hatch, they are small enough to fall through and that keeps the new larvae away from the beetles. And the cycle continues.
I was having a similar issue, but I knew my substrate wasn't too deep, I just had not had time to put the container with the screen in the bottom. I did that a few days ago and already have a bunch of eggs on the screen confirmed by my nephew who also raises mealworms (for his leopard gecko).
I hope this helps!

 

[PHquail]

I used to raise mealies. What the other posters said, you have to let the beetles mate, lay eggs for a few days, then remove that substrate or they will cannibalize the eggs.