I feed my geckos crickets and super worms. Some of them only eat the crickets. They're like toddlers; they eat what they want to eat. Though variety is best, sometimes we just have to give them what they want. Mealworms are fine. Some geckos live on mealworms exclusively. How about if you stick to mealworms for a few weeks and then throw in a few crickets and see what happens? Also you could try occasional feedings of hornworms, super worms or roaches and see if it enjoys the treat.
Leopard geckos thrive on a variety of insects as feeders, and thankfully, there are so many easily available! From your local pet store to online orders from Amazon or other feeder specific websites, there are many options that can suit your needs and budget.
I recommend super worms, meal worms, dubia roaches, and the occasional hornworm or wax worm.
However, dont feed hornworms and wax worms often. Maybe one or two every three-four weeks. Wax worms in particular are very fatty and addictive to leopard geckos, to the point to where they could even refuse to eat anything else and develop weight and other health issues long term.
Crickets aren't a good staple, and on top of that they're pretty noisy, smelly, and crazy good escape artists, so personally I don't offer them to my leos at all anymore.
If you have anymore questions though, feel free to DM me! I love helping people new to the hobby!
Also feel free to visit the Rydikulus Reptiles Facebook page! Our "Files" tab has a lot of valuable information on leopard gecko care and husbandry that is well organized and easy to understand!