He will find them, trust me. I have yet to see crickets actually nibble on a lizard that wasn't already half dead. If you're still not convinced, just leave a slice of apple or something in the cage for the crickets to eat instead. You might also look into starting a roach colony, it will make feeding a lot easier. Dubias are the most commonly pushed species, but there are others which are just as easily available and will work just as well. Monitors seem to prefer Lobster Roaches over dubias from what I've heard, especially the smaller species. Plus, roaches will bury themselves in the dirt so the monitor gets the fun of hunting and digging them out. I'm not sure about Peacocks, but a lot of monitors go nuts for earthworms, so you might give that a try. You could stash pinky mice around the cage too every now and then.
I would actually not go with mealworms, simply because they offer relatively little nutrition compared with other prey items.