First off, I think you need to hunt around for a better source for your feeders...mealworms are only about 3.00 for 100 at Walmart or Petco around here....not the best food for beardies but still...they should not be that costly. You should be able to buy 500.00 superworms for about 20.00...they last a long time in my experience if you are feeding other things as well. My first batch of 500 worms lasted me 2 months or so for 1 dragon. I haven't had luck yet breeding supers but I am hoping one day to get that going. Supers at Petco are about $5 for 100 but I have found that htere is a lot of deaths in the Petco supers...they seem to like to eat eachother. My main feeder of choice is dubia roaches...it costs a lot to get set up especially if you have a baby beardie...but with an adult it is not bad at all. You will need to spend in the 65.00 range to get a sustaining colony going for an adult but much more than that for a baby...IME at least. I bought the 65.00 start up kit from theroachguy and that was great for my one sub-adult beardie...I was feeding out of it right away and all was great. Then I got a 2nd baby beardie, and my colony really just barely if even makes enough for the two of them....I have purchased 15.00 worth of small nymphs (I think it was 150 or so) from theroachguy one for her when I was going away cause it was nice to leave my pet sitter with just a container of the baby nymphs and then I bought the 50.00 500 nymphs plus adults from AFExotics before my last trip for the same reason. I am hoping that my colony will have enough now that I won't need to order more again but who knows. I am also feeding a baby fat tail from my roach colony but she doesn't eat all that much and I offer occasional roaches to my leopard geckos and crested geckos as well but that is just a few a week.
For superworms and mealworms and roaches, thehungrylizard.com has fabulous prices...I will order from them soon, I think, because I am all out of superworms. I am hoping to find a local source first but my local source is not responding to my e-mails at the moment-LOL.
For phoenix worms, I order from phoenixworm.com...my first two orders were fabulous and lasted a long time and seemed to be great quality...my third order was disgusting...smelly and icky and lots of black worms. They were not too concerned about the change in quality when I wrote to ask them about it but I think I am waiting till spring if even then to order again....they are very expensive no matter what. I order the 2 500 ct cups which is reasonable quality for 1-2 bearded dragons.
I want to try some silkworms for the same reason as you...I may try some hornworms as well. I bought an incubator that i guess I will use for hte silks. So far, I haven't motivated to do it yet...they seem like a lot of work and a bit of stress to raise but they are supposed to be really healty for the beardies. I may also wait till spring...my big beardie isn't eating all that much at the moment.
Hope this helps!
Alison