they are phoenix worm.
They are MUCH MUCH BETTER nutrition wise than mealworms.
the problem is that they are very tiny for adult chameleon.
So, Juvenile to adult chameleon tends to ignore them.
If your cham tends to chew well before swallowing, then you don't have anything to worry about.
Sometimes, cham just swallow.. Phoenix worm has quite tough exoskeleton enabling them to come out whole (dead though).
Pricking them will ensure your chameleon's stomach acid to get in and digest them completely.
As far as this feeder goes, I have never felt the need to prick them.
However, although i never seen intact worms come out from my cham's poop (my cham is a big chewer), i am sure some in here have experienced that.
I am quite surprised to find you got it from Petco (I bet they overcharge you).. and then i started to wonder... maybe it's something else.. hmmmm..
Is this the worm you are talking about?