Wax worms are pretty fatty, and not too full of nutrients so using them as a treat is fine, but they're not good as a staple. The way ajacobson described sounds like a good plan. Butterworms, hornworms, and silkworms are more nutritious and can be given more often. I'll give butterworms pretty often, if not every feeding when I have them. But I don't always have them around.
I never use wax worms just because they are so high in fat and worthless in terms of nutrition. There are so many other things you can purchase that would be better for your chammies. FYI - Elliot and Sandy at Chameleons Northwest generally have butterworms for purchase. Otherwise, the silkies and horn worms work well.
Also, if you want a treat (that is also worthless in terms of nutrition...) for your chams, try flies. I will have some at the show on Saturday.