some pet stores have silkworms, yes. if those around you don't, discuss with the owner and see if you can get them to try bringing them in. or order online.
other options:
blue bottle flies
butterworms
termites
grasshoppers, locust
hornworms
captive bred snails, terrestrial isopods
termites
superworms
cockroaches: dubia, hissers, turks etc
indian walking sticks
I mix it all up. I give fully gutloaded crickets, large locust, adult winged locust, dubia roaches' giant banana roaches, butterworms and silkworms, no mealworm or wax worms. I found the most important bit is the gutloading.