I am not a super pro like others on this site but here is my advice
Still dust your veggies with vitamins to make sure your little guy is getting all the nutrition he/she requires.
I tried Phoenix worms as a staple a while back and I found that my guys had a hard time digesting them fully, I would find undigested phoenix in their stool, so I went back to crickets as a staple and only fed the phoenix as a treat, this was only my personal experience and I'm sure others have had no problems what so ever with them.
Keep up dating I am interested to hear how things go, Oh and my dragons Loved phoenix worrms