Well you really shouldn't be feeding mealworms in the first place as
they have very little nutritional value and are hard to digest.
However, the easiest way with both mealworms and Phoenix Worms
(which are good to feed), is to pick them out with a set of tweezers/tongs,
set them onto a plate or surface they can't crawl out of, and wait a couple of
minutes. The substrate particles will dry up and can just then be lightly brushed
off or even blown off with a good breath puff.