More variety is always better in my opinion. Feeding only mealworms is like eating ice cream or candy all the time. I think of those packaged foods as like a meal replacement drink or something. Sure they provide all the essential nutrients, but it's still not really a complete diet and you're likely going to get bored with it if it's your only source of nutrition. Personally I treat pellet and packaged foods like a supplement similar to calcium or multivitamin. I feed either the Repashy Beardie Buffet or Hikari Dragon Delite pellets once a week mixed with his salads.
If you are truly dead set against crickets or roaches as a staple feeder bug, you can try black soldier fly larvae. They are small so not extremely convenient for an adult since they have to eat so many, but they have an almost perfect calcium to phosphorus ratio and don't need to be dusted and are great for growing babies. Silkworms are another good staple feeder, but they can be expensive and difficult to find. In my opinion, roaches are the most cost efficient and readily available staple feeder if you live somewhere that they are legal. They are more nutritious, cleaner and heartier than crickets that tend to die off quickly and carry more parasites. They are easier to find and far less expensive than silkworms. If you can get over the fact that they are "disgusting" roaches, your dragon will be better off for it.