Maybe once or twice a week at most. It's easiest to think of it in terms of kids & candy bars. If you give them to frequently, they won't eat their greens or protein that's good for them. Personally, I like to give silkworms when I want to give out live treats, since the dragons love them and they're really good for them. To frequent feeding of waxies can lead to fatty liver disease, and believe me, you don't want to go down that road!