I would be hesitant to feed them whey powder, they usually fill that stuff with artificial flavouring and other stuff. Maybe if you can find it in a pure form, I don't know if anyone has ever looked into whether or not it's toxic to them, so unless you can find that out you're better off not even trying it. It's much healthier and more natural to feed your dragon feeder insects.
I had a very hard time getting Nef to eat anything for 3 months or so after getting her, she was very picky and no appetite. What are you using for lighting? I had a Reptiglo 10.0 and after switching to a Reptisun 10.0 there was a world of difference in her appetite within 3 weeks or so of getting it. I understand your problem with not being able to get the feeders you want, phoenix worms were the only thing she would eat for the longest time. I had to order them in special for $28.50 for 100 or send them home on a ferry with friends and family when I was at college on Vancouver island, where they were cheaper, but still $18.50 for 100. It was like that for probably 5 months or so. She slowly started trying other things and now she'll eat anything that moves, except butter worms; she bites them and spits them out, then shakes her head like a wet dog, then gives me the look of death....
