I encountered an old study that suggests that the nutrient composition of mealworms can be improved by feeding appropriate diets...

Zwart, P. and J. Rulkens. 1979. Improving the calcium content of mealworms. Int. Zoo. Yearb. 19:254-255.

I also found a more recent study about gutloading that concurs...

Finke, M.D. 2003. Gut Loading to Enhance the Nutrient Content of Insects As Food for Reptiles: A Mathematical Approach. Zoo Biology 22:147–162 (2003)