I would echo Eyal; starting with cup feeding is probably a good idea (i.e. put the insect in a cup and hold it out to him). With hand feeding, worms can be held cupped in the hand (with some of the more active worms, you may have to have two hands in play, to keep the worm crawling over the edge and disappearing; it's best to hold off on this 'til he's used to hand-feeding with more sedate insects). Crickets I hold by a hind leg, and am read to release the bug as he hits it. Holding it too close increases the chance that he'll catch you, too - I once got a good chomp when Thaxter reeled me in with a cricket, and he has hit my hand/fingers before. If that happens, as Eyal says, don't jerk away; you may even need to move in towards his mouth and let him bite down before he can release you. Those tongues are remarkably sticky. A panther catching you accidentally generally won't deliver too nasty a bite.