I'm guessing part of his behavior is connected to being stressed and it's likely compounded by his poor prior conditions. The fact he ate for you is stellar, though. It's possible he's a bad shot when trying to catch things and gives up easily which can explain why he was disinterested in the crickets but gobbled up the waxworms (and they're also kind of like frog junkfood, so who wouldn't like those? lol). One thing that concerns me is if he was kept at a subpar temperature during his time at the pet store. Temperature is critical for proper digestion, so he could very well not be feeling good if this is the case. Keep an eye out for poop and, if you don't see any in a few days, it might be a good idea to make him a warm bath to soak in to "coax" the waste out. You could also take this opportunity to give him some Pedialyte in the soak (I believe it's 1 part Pedialyte/10 parts water) to perk him up a bit. It could be a good idea to take his poop and get a fecal exam done to rule out any parasites or other problems, too.

Another concern is if the employees were dusting his food with proper supplements. Considering what you wrote, it makes me nervous they may have neglected doing this, so it'd be good to nip that in the bud and dust whatever you can get him to eat.

And because it needs to be said...it may not have been a good idea to get this baby pacman. I know how difficult it is to see an animal in trouble and want to save it, but it only encourages the establishment to buy more animals to put into the same bad conditions. You're also taking the risk of putting a lot of time/money into an animal who could have a lot of issues. I don't want to discourage you by any means and the fact he's eating is fantastic, but it's something to keep in mind for the future. I really hope he's okay and PetSmart didn't mess him up too bad

EDIT: Whoops, monster beat me to it (and frankly has better advice). That's what I get for getting distracted in the middle of typing, lol.