This picky SOB

I love my boy, I really do, but he is tap-dancing on my last nerves.

I just barely got him healthy again after a bout with parasites. There is now the very real worry about MBD, since he wasn't processing nutrition properly for quite some time, and he had no appetite while on his baytril.
He has an appetite now, and will easily chomp down 5 or 6 large dubias every other day (and I'm sure he'd eat them every day if I let him). But, and this has been the issue for as long as I've had him, he will not touch his veggies. I offer mustard, collard, bok choy, endive, dandelion and turnip greens, with varieties of squash, carrot, bell pepper, etc. I've pretty much tried every veg that's recommended as a staple, and I switch it up as often as possible, but the only thing this little a-hole will eat is blueberries. He doesn't even want other fruits. he will ONLY eat blueberries and dubias roaches. Because of his recent health scares, I am not comfortable letting him go hungry, and I do gutload his roaches with everything I feed him. I always dust his salad, but mix it up really well so it doesn't look unappetizing. I've tried pureed blueberries, apple juice, etc. to get him interested, and he turns up his nose. I've hidden bugs in the salad, and he will literally just sit there and stare at the bowl until one of the roaches climbs out, then he'll eat the roach. I've tried hiding hornworms and nutrigrubs, and he flat out ignores them.
So I guess my big question, is it actually ok to feed him dusted dubias on a normal schedule and let him ignore his salads? He gets baths often because he likes to poop every other day and crawl through it, so I'm not worried about him staying hydrated.

Or, should I buckle down and not let him have roaches or blueberries until he's eaten his greens, and just monitor his weight carefully? (he's currently quite the chonk at 540g, and in spite of him not eating for almost two weeks when he was on his baytril, he hasn't actually lost weight).

At 540g he is at a pretty good weight (about the same as my 4 year old). It sounds like he is being stubborn. It’s good that he hasnt lost weight. Adults can go for a while without food if they want to. He will be OK on roaches but it’s still best to get him onto the veges. It may take some tough love and waiting him out. Just keep a log of his weight and keep offering that nice variety of veges like you have been. He will dig in when he gets hungry enough and hopefully then you can develop some favorites. You might try cutting squash into worm shapes and hand feed it and see if that gets his attention. I offer it like this and it works well.