Fat doesn't necessarily have to be visible. While organ meat is less fatty than say, a steak...it still contains fat and cholesterol. Rottbo is right on. Catfish fillets, raw shrimp, scallops all work great. You can even by smelts frozen to feed.
The people who feed Beefheart generally do so because of the misinformation that it will dramatically increase growth. Not true. The single best way to ensure growth is a varied diet close to what the fish eats in the wild...not many cow hearts being consumed inCentral and South America...and frequent large water changes.
One caution on earthworms. AN earthworm will propel themselves through the ground taking in earth (duh) and absorbing the nutrients available. If the earthworm originates in ground that is treated with pesticides or any other chemicals, the chance are they will also contain the chemical. So obviously try and get earthworms that are "fresh" from untainted soil.
Second is that they are messy. One good trick to "clean them out" is to take the worms you are feeding and place them between wet newspaper. As they move forward they will expel the dirt in their system.
Like any other high protein food, be careful of over feeding. It's a sure fire way to invite bloat.