I've seen lots of folks feeding them to their leos! I wouldn't give babies the huge ones but they're mostly water so I doubt they'd cause too much harm
Yes I feed them to my leopard geckos but they have to be bought from a hornworm breeder that keeps them on a synthetic food. (Ones in your yard are toxic because they eat tomato leaves which are toxic
They also sell them at rainbowmealworms.com if you need a seller. I've never purchased them myself (their size intimidated me!) but I've heard of many geckos liking them. Good luck!