Bait shops are great, just make sure to check the worms aren't dyed or anything It'll usually be on the label if they are, though.

I feed small or cut up european nightcrawlers to my young toads fairly often, they're a definite favorite with the toads, they get pretty excited about them. Better calcium to phosphorus ratio
than most feeder insects (some supplementation still needed) and of course being soft bodied prey they may lessen the risk of impaction. They are one of my staple feeders