Haha, I grew up knowing them as a "roly poly" but have also heard pillbug. I have no idea what the nutritional value of a roly poly is, but I do know that gut-loaded crickets are a nice healthy snack every now and again. You could always get some frozen shrimp from the local meat market, dice that up into apropriate sized cubes, and feed those to him for a boost in protein, (make sure to remove any leftovers from the tank, it will pollute the tank) feed him blanched veggies to add some vitamins, and if you're into it, (not everyone is) set up a 10g tank to breed guppies in, and let him have a "quick snack" every now and again. Its quite entertaining to watch, but its not for those who dislike seeing one animal eat another. If you do go with the guppy idea, feed them on a high quality flake food like omega, to ensure not only healthy/rapid growth in the guppies, but also to give your oscar an extra boost of nutrients. Oh, how's about some pictures of the oscar? 
Edit: One thing I did think of... be careful of where you get insects from. If there are any pesticides used within say 5 miles of you, don't use the insects you find... the pesticides they may be carrying could kill your fish.

Edit: One thing I did think of... be careful of where you get insects from. If there are any pesticides used within say 5 miles of you, don't use the insects you find... the pesticides they may be carrying could kill your fish.
