Winged insects would be my preferred prey also. Hard to catch flies though.
I think I'll stick to whatever I can find in the yard or around the house. No sense in spending money on bugs from the store with my current collection.
They seem to like the earthworms I have in the fridge from fishing cut into chunks. Might as well use up some of those. Like you said they should be 100% digestible and they're pure protein and no fat. I've made a lot of horned and pixie froglets very big very fast with crawlers and leafworms as their primary food.
I've seen the toe skin thing online. Pretty damn disgusting, LOL. But hey- it's for scientific purposes...