Worms and other treat

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I'm trying to socialize my chicks so I bought meal worms and baby crickets. The crickets were more for fun to see if the chicks would hunt them down on their own - NO problem!! They had a blast chasing them. Then I tried putting a meal worm on my hand and holding it in the brooder. At first they were scared by curiosity soon won out and they gobbled the worms down. Today I was told maybe I shouldn't have fed them live meal worms as they could bite them on the inside. I'm confused. Don't want to hurt my peepers. The meal worms and crickets were pricey at Petsmart so I will try the local bait shop. Are there certain kinds of worms or bugs I shouldn't feed the chicks? Another friend suggested wax worms, I was wondering about the red wigglers because I've been wanting to start a worm composting bin and would have a nice supply for the chickens. I guess I thought if the chicks were out loose in the yard they would be snapping up all kinds of bugs so I didn't really worry about the meal worms. Now I'm wondering...