I'll second the suggestion to try crickets. One of mine out right refuses worms, he just doesn't like them I guess. But he loves crickets and dubias, he'll come out of his burrow and chase them all over the enclosure.

It also looks like he could use a little more substrate in the tank. A couple inches, enough that he can bury himself if he wants to, will go a long way to helping him feel secure.

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