Which is better? CRICKETS vs. MEALWORMS?

I am getting a leopard gecko and when I had my frog I fed it crickets but they kept on escaping and they were anoying, but they are easier to digest but a lot of sites say that mealworms are better but if they are not eaten then they will burrow under the sand(if I put sand in the terranium) and evolve into beetles so what should I get crickets or malworms PLZ HELP ME