As an amphibian keeper as well, I know that the prime feeder is an earthworm. A glorious protein to fat ratio in nightcrawlers, european and canadian, and a great feeder. I feed all of my reptiles and amphibians the correct size earthworm. However, I do feed earthworms in moderation for my reptiles, which number among beardies, skinks, geckos, monitors, and a garter snake. This is because earthworms do cause a bit of runny and smelly poo from them. This is because of the contents of the earthworms body, which is mostly moisture, and not a reason for alarm at all. It is actually very good for
hydration. Earthworms are completely fine from a reliable source such as a breeder of feeder worms or a good pet store in moderation. Earthworms have a great nutritional content that easily matches roaches, and parasites have never been a worry to me - and I've fed thousands.
That said, my beardie is also apathetic to most foods. Greens, bugs, anything. I have to tong feed her anything. But she'll run across the room and climb and claw at my arm just to get at an earthworm. Earthworms produce a very good feeding response for most herps, especially considering worms are part of a natural diet for any insectivore, because earthworms come in small and large.
As for beetle grubs, they are similar to phoenix worms. A good feeder, and pretty large. Personally, I love grubs. Fat, juicy, full of good stuff that lizards love.
Earthworms, as a note, are far better in protein than phoenix worms, mealworms, superworms, and roaches. Crickets are an exception with a slightly higher (2% higher) protein ratio, but given the size of earthworms vs. how many crickets you'd need to equal it, this is a no brainer.
Here's a great feeder chart for reference, which has every common herp feeder on it:
http://www.reptileforums.net/forums/showthread.php?61842-Lizard-Food-Reference-Chart/page2