Yes, mealworms are horrible. But dubia roaches are great! They are easy to breed, don't smell, don't jump or climb, don't make noise, very high in protein for those growing dragons and the nymphs can be really tiny. Once you get over the fact that they are roaches. But they are illegal in certain places so check your state or country laws. Now, if dubia are a no, there are other alternatives. Silkworms are one, but they do grow super fast. Hornworms are good, but they also grow fast and are a bit high in fat. Phoenix worms are great, high in calcium and small. Perfect for a staple. Butter worms are another good food, high in calcium and low in fat, but still are pretty pricey. These worms are all soft bodied, so there is no impaction threat that is with mealworms. And once your dragon gets bigger than 16 inches long it can have Superworms.
Well, I think that is all. Others will jump in if I have missed stuff. Hope this helps and good luck on your little guy!