Have you tried looking online for nightcrawlers? You can try breeding them as well.
How cold are we talking in the shed? I've kept house crickets at around 10-15C with little problems, but there was no breeding going on at those temperatures. Too cold will kill them, but I'm not sure just how low they can handle. If you hope to breed outdoors in your shed you can set up a little insulated box with a 40 or 60 watt bulb as a heat source.
If you can get it past your housemates, I'd also suggest you keep a mealworm colony going. A little one in a shoe box sized tupperware container would suffice. They aren't a good staple food, but a small colony of them is really easy to maintain and good to keep on hand as occasional feeders or in case of a temporary food shortage (hence a small colony is fine).