Interesting that it ignored flies. You could let the wax worms pupate and morph into moths. Small, flappy, and not very fast, they're generally popular with treefrogs.
Earthworms are excellent from a nutrition standpoint as well as variety, but some treefrogs will be picky about them. The type of worm matters for palatability, Eisenia fetida are commonly available as "Red Wrigglers" but can be the poorest tasting- they have foul tasting self defense secretions, so you might try starting with a different species.