I let mine hunt down stuff like crickets and grasshoppers/katydids, that way it's part enrichment and part exercise, so they don't get too bored or too fat/lazy. Worms go in a bowl, however, so they don't hide out in nooks and cranies.
I take out his hides so it is easier for him to find the crickets. They try to hide between the paper towel and the reptile carpet, but I shoo them out and towards him with a chopstick lol
I take all of the furniture out. I let her hunt and eat about 6 crickets and then put everything back in. I don't leave food in with her. I do scheduled, assisted feedings.