The small crickets most stores have are safe at that size.
No mealworms, stick to gut loaded crickets, dusted with supplements until the animal is an adult and can safely take small prey.
Offer plenty of greens. All squashes are excellent. Collard greens and dandelion greens are also very good food choices. Mustard green, alfalfa plant, not the sprouts.
Cactus pad and the prickly pear. Figs, escarole.
All lettuce are worthless.
Babies tend to snub greens but offer then anyway.
If you want to feed pellet, you can try Mazuri. It's complete nutrition but I believe for adults not juveniles. if you use that food, no supplementation will be needed.
Adults can eat all of the above, as well as larger prey like roaches, locusts, small mealworms, waxworms, earthworms, silkworms. You get the idea.