Gut-loading is the process of using a nutritious diet to increase the nutritional value of feeders. Mealworms are not picky eaters, but some things are better to feed them than others, because what you feed to your mealworms will inevitably find its way to your pet.
You can use a high-quality commercial mealworm gutload formula, or you can just provide a steady supply of nutritious, nontoxic vegetables like squash, sweet potatoes, and dark leafy greens. Avoid avocado, onions, citrus, and other vegetables known to be potentially harmful to reptiles.
For best results, gut-load your mealworms for at least 24 hours before feeding them to your pet.