There's really no need to feed pellet food if you have a ready supply of live food. Live food is more far more beneficial nutritionally than any pellet food to a carnivore like oscars. Just be sure to provide a variety like you are doing with the crickets, worms, etc.
When I had an oscar in my 55 I would feed him every 2/3 days. I mostly fed him New Life Spectrum and Hikari pellets, I would mix in crickets, worms and when he got to about 8'' I started giving him tree frogs and small lizards. The pellets should be the staple because its more nutricious and the live food should be more of a treat.