Yes, you need to gut load your feeders..ALWAYS. It's the way nature works.
A Lion doesn't eat vegetables,grass, grains, etc but needs the vitamins, minerals, etc found in them to stay healthy, so how does he get them? Through eating the animals that do consumer these things, i.e Gazelles, Bison, etc. Even if these animals have eaten these things their whole life, a Lion that eats a Gazelle that doesn't have these food items presently in its gut, is only getting a FRACTION of the benefit as oppose to eating a Gazelle that has a gut full of fruits, veggies, grain and grass.
It's the same with any feeder insect you feed your Chameleon. Even if it was raised on a healthy diet, it's only a fraction of what the cham needs compared to if it had a belly full of nutritious food. Most feeders are naturally high in Phosphorus, so not gut loading your feeder a high calcium food, to balance the calcium to phosphorus ratio, right before your cham eats it (and before the feeder poops it out), gives your chameleon a high phosphorus food item, which is VERY bad for them.