I wouldn't give mealworms, there's a million reasons why, but just know that there are much better treats to use...
When you're training your bird and you want to reward them, you want a treat she can eat very quickly, so RAW Sunflower Seeds work much better than shelled ones...Have you tried just Raw, Unsalted Sunflower Seed Kernels?
The other thing you can do is buy different types of Raw, Unsalted nuts that are not in the shell, such as Pine Nuts, Almonds, Walnuts, Pistachios, etc. (no peanuts) and break them up into little pieces that she can eat quickly. Find the nut she likes most and then use it for big rewards (they usually love Pine Nuts, and you can buy a small bag of raw, unshelled pine nuts in the baking-supply aisle of your grocery store with the other bags of baking nuts)...
Little pieces of fruit, such as different berries may or may not work, it depends on your bird. Any fruit other than citrus fruit or avocado is fine.
The other thing you can do is to try to use any type of unsalted human cracker, like unsalted saltines, unsalted Ritz, etc. and break them up into tiny pieces. They usually like anything that we eat, so as long as it's not horrible for them, like anything salty, very fatty, or full of sugar, then you can break whatever it is up into tiny little pieces and use that as your training rewards. Just look at anything you eat, and if it's not very salty, fatty, or sugary, a little is fine as long as you break it up into tiny reward-pieces, and it's an occasional thing...