Variety is infinitely better for any animal than just one single food item its whole life... Especially for insectivores. I realize many leopard gecko keepers use exclusively mealworms, but I have a hard time believing that's as healthy as it's made out to be, much less an ideal diet.
If it were me, I'd avoid mealworms all together and rotate through a few of the much better feeder options. Or, if you can only offer one type of feeder most the time, at least pick something healthier than mealies. (Then again, maybe I just have a bit of a personal vendetta against mealies, LOL.)
Crickets, roaches, phoenix worms, silkworms, butterworms, hornworms. Any of the same feeder insects we use for beardies, as long as they're small enough for your gecko, work fine.