As you've only had him for less than a week, I'd give it time. It takes them a bit to acclimate.
When I first brought Spooble, my veiled chameleon, home, he ate pretty readily on the first two days. He then became shy about eating for a few days afterwards. I wondered if maybe those first few days he ate only because he was hungry from all the commotion, but then realized "Oh I'm in a totally new place!" and was anxious about the whole thing.
What sort of feeding cup do you keep your insects in? Roaming crickets can nibble on a chameleon. I have one of
these, which mitigates escapees. Crickets can jump, but they'd get out less often. Because your veiled is also a baby too, his bugs are pretty small, so what I also did (for now, until the bugs grow up, and is kind of also against the point of the fancy feeder run) is get
one of these to put inside the feeder run. It helps the bugs stand out a bit more in their diminutive size.
On the subject of feeding; here's a good guide for food in general. It isn't really recommended to feed chameleons mealworms too often, and variety in their diet is very appreciated. Gutloading, too is very important!
