yup, they like those egg yolks. Some like boiled skinned peas. Small bugs as mentioned...fruit flies are a favorite. I bet they'd like small ants too.
But, they need a varied diet. They can't really be in tip top shape if theyre eating the same (nutritionally unbalanced) thing at every meal. I know I'd get sick of eating Corn Flakes for every meal real quick!
Next time you're out with them (your parents), pick up the biggest thing of bloodworms (frozen or freeze dried) that you can find, as well as a thing of pellets (which last forever anyway) so that you will only have to go out every six months or so.