UVB lighting is important; but too much with hatchlings inhibit their feeding response.
For a substrate, Milled peat moss kept damp would allow them to burrow to the desired heat needed and attend to their humidity requirements. It will become more firm within a week and not be so sticky. It's easy to aquire and is a natural long lasting substrate especially for hatchlings. Kept over an undertank heat source with 3-4 inches of milled peat moss, always damp will greatly help your boxie environment. I also keep a small black plastic hide over their bedding area ( an old frozen dinner receptacle with an entry way made on one end ).
Try keeping your hatchling in a smaller, shallower watering dish. Too much light in the feeding area will cause a response to hide for self preservation. I have had very good luck with low light at feeding time, shallow water at 88 degrees. Cover the sides of your enclosure with black or dark green paper. As I stated in an earlier post security is of upmost importance with very young boxies. They instinctively possess this as their greatest fear as it is also the age when most are susceptible to predation.
Regarding keeping them with an enclosure mate; this varies with the individual. Some are loners and need to be by them selves; but some feel secure with just one other mate and will actually feed more readily and eat more as if in competition with each other.
Those large mealworms for a first food are too large and too tough skinned for a newborn. Tiny mealworms with very thin bodies that have just shed are nice and soft and barely move for a first meal that will not intimidate him...but I still like very small earth worms best.
Cut up thin garden worms, 1/8 inch and no longer, try injured pinhead crickets barely moving, many will take Reptomin that has been broken into tiny pieces.
Hatchlings can be finicky. I have found that hatchlings will be slow at first; until their digestive systems become used to many types of food. Note they will not feed readily until their yolk sac is completely absorbed which is dependent on temperature. I keep my hatchlings temps around 84-88 degrees F. with 80% humidity for proper shell formation. Another factor that will greatly swing your hatchlings mood to feeding is UVB and UVA light. The two combined act as a powerful stimulant; the shell becoming stronger being able to form D3 and the UVA causing them to be more active. Once biosynthesis of D3 starts; the hatchlings will crave food and need it every day.
Again after the yolk is absorbed ( 5-10 days at 84 degrees slower at lower temps) I give my hatchlings 1-2 hours of UVA & UVB light. I gradually increase the amount over a two week period until they are receiving 8-10 hours. I presently have four sets of hatchlings at different stages; but all will be put on a schedule. I have found that they will get used to certain times for feeding and will be out and waiting for their vittles! I start them on Calcium and D3 (with inside lighting) the second week of feeding.
They will not crave veggies as much as live or prepared dry meat based food; because at this stage they are more carnivorous. But I slip chopped DK. greens and mashed yellow squash in the food the third week and they feed on all greedily. Regarding feeding scheduling; I believe hatchlings have a very fast metabolism compared to adult boxies. They desire and need food every day. At 4-6 months, you can kick back and feed them every other day.
Good Luck and read all you can. Caresheets are not the best; but you can cross reference and read the posts here. I spoke with the author of the link I'm providing to the web site below and recommend it. It should answer most of your questions that will inevitably arise.
Ric K.

Link