I can tell you that earthworms are pretty solid feeders for a lot of frogs, but they should not be fed to bearded dragons. For some reason, the occasional beardie will develop temporary paraplegia if fed earthworms. I believe some also experienced other temporary neurological impairments as well that might have resulted in seizures.
As for nutritional information:
The Feeders ~ BUGS - *BambooZoo <-- Very good, large list of feeders
Feeder Insect Analysis <-- Smaller table that compares a variety of roaches to common feeders
Nutrition Content <-- I'm sure you've encountered this one, but it contains feeder insects and salad items with a colored key as to what frequency the items should be fed.