My beardie doesn't show great interest or enthusiasm for them either. I think it is because they're not as active or "jumpy" as crickets (her fave!). Because they're attracted by movement when hunting for prey, that's probably why the caterpillars don't catch their attention as much.
She DOES eat them though! She may not eat them when I hand feed them to her all the time, or when I want her to, but what I do is leave a bunch in the cool side of her tank, and she just goes over there and eats a bunch when she's hungry (usually first thing when she wakes up)! Actually, I find this even more convenient than other feeders since I can just leave a bunch in there and she can eat them when she wants, and I don't have to worry about the leftovers biting her, etc. It did take a couple weeks for her to get "used" to them though. I think she did acquire a taste for them after a while, so don't give up right away.