OP you are fine, waxworms are a nice treat for a couple times a month, but I wouldn't let it worry you right now. Your cham will be fine.
Fat is a good source of energy, that's why animals love fatty foods. If you have to rely on them for the time being just feed a few. One gram of fat is more than double the calories of 1 gram of protein, so a little goes a long way.
Nothing wrong with a greasy burger, that's the thinking of the past. Simple carbohydrates are the real garbage. Fries are carbs(and fat if made in oil), burger is protein/fat