Anything as long as it is size appropriate! So baby mealworms, baby superworms, baby silkworms, baby hornworms, wax worms, butterworms, etc.
Caution when ordering hornworms - they grow to be 4" monsters within a week depending on temperature, so since your cham is little still I wouldn't order them unless I had a wine cooler or something like that to keep them cool and stunt their growth. Otherwise they'll outgrow your cham and he won't be able to eat them.
Unless you have any other reptiles that could eat them, like a bearded dragon or something.
And yes, the head myth is just that, a myth. No insect is going to eat its way out of your chameleon. Besides, chameleons chew pretty well, I can't imagine anything survives to arrive in the stomach, much less long enough to chew their way out.