I tried dead worms and they didnt eat them but then i got one of those feeding bowls that make the worms move and they ate them after that.
I did a similar thing, I just held onto the worm and wiggled it in front of them! If it didn't move, they wouldn't eat it. Their bite if the accidently get you is pretty weak. Like a soft pinch. BTW, that was the only time I've ever been bitten by them.
I fed mine mealworms and crickets that were coated with calcium power. I also put a dish of calcium in, just in case. Make sure they have fresh, clean water at all times.
Mine were very curious, never shy. They don't like to be held, they just kind of put up with it. But they don't sit still when holding them, they'll constantly try to walk around and squirm about. You don't want to restrain them either, they are pretty fragile.
One thing I really liked aout them was their ease of care. They actually designate a bathroom. Once you see poop somewhere in the enclosure, they'll do it in the same spot everytime.
Someone made a comment about calcisand causing impaction. I wouldn't go so far as saying don't use it at all. I would definately never use it for a baby or juvenile, but I used it in my cage with the adults and never had a single problem.
They are neat little lizards IMO. I'd like to get another one sometime. Some of the "designer" Leopards from breeders are damn cool as well.