Silkworms are a very nutritious food source and I wouldn't hesitate to feed them to my Geckos but it seems that most of them don't care for them. If you are able to get your gex to eat them, I think that is great. I used to have some numbers about the nutritional value but that was a couple of light years ago. Silkworms ranked higher than gut loaded crickets. Wax worms are really high in fat and that is why they shouldn't be considered as an every day food item. If you are trying to fatten up a girl to breed her, they are fine in that case.
There was a woman named Xelda that used to get on here a lot but I haven't seen her in a while. She was doing research into feeding mealworms to gex for her master's degree. She had found that feeding mealies caused crystals to form in their poop. I have a couple of Geckos that I got from a breeder that only fed mealies and that is what they still eat, but I'm trying to get them to go for other things. I won't feed mealworms to my Chameleons because they are high in chiltin (hard insect casing) and not that nutritional. In the wild I can't ever invision a situation where a gecko would encounter a mealworm so I don't know what to say about them except that a lot of people use them.
As far as gut load, the silkies only eat Mulberry leaf glop so that is what they are gut loaded with. Mealworms will eat bran (oatbran or wheatbran)with some oats mixed in and wax worms will eat bran with honey mixed in.