As far as live feeders go, earthworms are just about the best. As long as they come from a clean environment, they are safe and nutritious. You're already feeding pellets, which is great. You might also consider adding frozen seafood- shrimp, fish, clams, whatever you can get should be good. Just remember, the more intact it is the better the nutritional profile. Shrimp in shell are better than shelled, and whole shrimp are best of all. Same with fish- fillets are OK, but head, skin, bones, and guts add more nutrients. The freezing process makes parasite or pathogen transmission unlikely.