Sounds like you are feeding a feeder based diet to your oscars. It should really be a pellet based diet with feeders as an occasional suppliment. I know it is cool to watch the feeders die in your tank, I have 6 oscars myself as well as other tank busters that enjoy a live snack. But it is not so cool to have your pets die.
Now I have never had a fish die due to a sick feeder, but I does happen. I feel that the biggest problem is the water quality issues that overfeeding creates. Most cihlids, and oscars in particular, are messy eaters. Just watch the explosion of guts that comes out from the gills of your pet.
Also, think about how healthy you would be if you only ate steak. Yes you would grow, and grow, and grow... but over time you would have health problems due to deficeinces.
Sorry about the long post, I'm trying to avoid doing chores.