Almost 3 weeks later and I finally have an update worth posting:

Long story short, I kept on offering him crickets during evenings, and then removing them the next morning. Every morning there seemed to be a cricket or two missing, but that doesn't really tell me much because crickets go missing all the time. Then last week I was cleaning the inside of his tank, and while I was cleaning the tank I offered him some meal worms in a separate 5 gal tank. To my surprise he started snacking away. He ate about 8-10 meal worms, and then ate another 8-10 worms four days later. So he appears to be okay. It is rather puzzling to me because he is eating FAR less than he usually does, and he is ignoring crickets, which seemed to be his favorite for quite a while. But at long as he is eating, I am not concerned.

Yesterday he buried himself in the substrate, and when he pops up again I will attempt to feed him earthworms, as I rather not use mealworms as a staple food.