Mealworms come from mealworms eggs, and they develop into beetles after their worm stage. At no stage of their lifecycle do they change into a poison scorpion so theres no reason to feel less than good to have a bunch of them in a container in your home. They are easily available in most fish shops, and if there is no fish shop near you, you can buy from a bird shop. If there is no bird shops too then you can drive to the nearest place available, buy in a big quantity, filter out the bedding they come with and then freeze them in the freezer.
To feed mealworms, you can use vegetables, carrots, cucumbers, fruits and even pellets. If you feed them well, the nutrition can transfer over to your fish. This practice is called 'gutloading'.
You don't need to give them water as the water can spill and cause mold. Mealworms can derive the water they need from their food.
Remove any dead mealworms as soon as you find them. They will quickly stink up the place if left there.
You can filter out the bedding (if you can't buy them without bedding) and then freeze them in the freezer. This removes the inconvenience of having to feed them or smell them. (Just keep them below the meat where they don't get spotted by anyone else)
You can feed mealworms
nutritious/colour enhancing food, and the nutrition/colour enhancer is passed
on the the fish that eats them. A good natural colour enhancer food to gutload
mealworms with is carrots (contains high carotene). Mealworms will also eat
artificial colour enhancers if sprinkled on their food.