Reptiworms, silk worms, horn worms, they just have to be right size. Good rule of thumb is to measure the length between his eyes, you dont want to feed anything over that width. I order my bugs from lindasgonebuggie.com. I also order some from lllreptile.com!
Try reptiworm, the wiggle so much. If they dont move 90 mphs my little guy isnt interested lol He wont touch a silkwrom just because of how slow they move.
The reptiworms are the larvae (maggots, if you will) of the black soldier fly. They feed on compost, so a few damp bits of veggie will make them pretty happy. My chams haven't ever shown much interest in the worms, (YMMV) but let them pupate and moult into flies?