Here is another site with a few alternative growing media:
http://aqualandpetsplus.com/Live Food, Wax Worms.htm
Googling "breeding waxworms" will give you a ton of basically similar info on the general cultural requirements.
I tried breeding them for fun over the summer. They like warm dark places,so i just left them on a shelf in my garage for a couple of weeks. Don't open the container until any remaining moths have died off. Otherwise, you will have escapees. The moths will die off in a couple of weeks, and by then you should see a number of tiny worms crawling in the media. A couple of weeks later, and you will have hundreds of decent sized waxworms.
The media is kind of sticky due to the honey content. Once the worms get to be a decent size, you will need to separate them from the media. This can be messy. There is a lot of silk from the worms binding the media together, and it takes some effort to separate them. Tweezers make it cleaner work, but takes absolutely forever. Fingers are much faster but it gets very sticky.
Pros: Very easy to set up and minimal effort to get them going.
Cons: You end up with
way too many waxworms for something that should be reserved as a treat. A fair bit of work to extricate the worms from their growing media.
It was kind of fun to try and watch them. You will likely find that your home-grown waxworms are much faster movers/crawlers than their commercially purchased equivalents. Their level of movement is very visually stimulating from your beardie-- just not terribly nutritious. I may try them again in the future, but there was a lot of waste. I was only able to use up a fraction of all of the worms that came in a single generation.