the Green Anoles run loose in the environment here in Hawaii. They eat live insects. This would include small Beatles, things that fly, small butterflies, etc. I would think that live crickets would work and meal worms.
When I was a kid I use to catch the Anoles and if they were small enough I would feed them to my Oscars as well as a gecko or two. I know it might be considered cruel, but it was fascinating to see the web of life in action.