I do a mix with other types of worms for mine, but do not risk catching things outside, I however live outside of Washington, DC, so finding an area not touched by pesticides is almost next to impossible. The next problem in finding these areas is being 100% certain. You will be the first person in the trade that I've heard has used wild caught feeders and recommends them. I never recommend them as often you have no idea if they spray in an area. If your area is certain, then thats fine, go ahead and use them. I breed leos as well and haven't issues.
Your smart by not feeding your pets insects from city areas. But I catch stuff in areas I know for a fact, have not been sprayed. I live somewhat in the country and grew up on a horse farm so I could catch stuff out in our fields because we didn't spray them. Whats wrong with using your head and catching insects? Just ask around and find out from the land owner if it is safe to catch insects from their fields. Safe, wild food will always be healthier and gut-loaded better then any store bought cricket from Petsmart.