Any tips on making my axo less picky?

He has ate a diet of red worms all his life. Nightcrawlers upsetted his tummy and he regurgitated them when I tried to feed them after the store ran out of his usual brand

Any new brands? He will refuse to eat them, they have to be cut up or else he will spit them if they are too big, if they wiggle too much he will spit them out, and now he’s starting to swap from refrigerated red worms to the unrefridgerated kind?

I know pellets can have issues and are hard to feed in a sand covered tank plus I don’t think he’s gonna eat them, my vet wants more variety in his diet but he’s so picky and dramatic I don’t know how to do it. The slightest inconvenience will make him not want the food. Plus frozen salmon and shrimp are very expensive for him to just not want them randomly

Plus he got intestinal parasites recently and I want to avoid more of that in the future