I forget how old yours are, but after a while I really don't worry as much about what they eat . I use smaller insects of course, for the first month, 1/4 to 1/2 inch, but after they get going so to speak, I give them larger bugs.
A month old collared can down a full grow cricket. I'm not saying I do this that young, but I have had young ones grab big crickets on occasion and were fine.
I'm using baby B.dubia roaches for my hatchlings. The only problem I see is the baby roaches play dead, and don't move when you go near them at times, which does not get the collareds attention. I have to make them(the roaches) run or leave them in a bowl shallow enough for the young lizards to jump in and grab them when they move. 
White, freshly shed mealies and small supers are fine, they are nice and tender when white.
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PHEve / Eve
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