The theory about Superworms/Mealworms eating their way out of the stomach is a myth. The frogs stomach acid is enough to kill the worm.

Brown crickets are commonly used to feed frogs. Make sure you gut load them to make them nutritious.

Catching and feeding bugs from outside is not a great idea unless you know for sure the bug has not come in contact with any harmful chemicals or pesticides. If you go ahead and catch outside food be sure to research it and make sure it is not toxic.