I give all insects as treats, they're high in fat and just not good if given as a main portion of a diet. (Kind of like a human munching on cheese all day) Though, for treats, as in one to three per glider per day (or occasionally) they're fine and the exoskeletons are good for their teeth.
My gliders don't get insects all of the time, since mine enjoy white chocolate chips or yogurt drops instead, but meal worms, crickets, etc can be given daily if you make sure not to give too many.