Hi Gyke!
Congrats on the new baby! Here are a few tips (read more on our caresheet at www.dekeaffexotics.com).
Sometimes little guys get scared and will relieve themselves on you. Try to convince this little guy that you are not going to hurt him by holding him for short period of time and offering him nice food to eat (bananans are like candy!). It will take him a little while to get used to you... once he figures out that you mean food he'll love you. Be patient, remember, you're about 200 times his size, so you're kinda scary! 
If he was never offered mealworms before he might not know what they are. Eventually he will figure it out. Try mixing them in with his greens. By lettuce I hope you don't mean iceberg lettuce. That isn't good for them. You want to feed mainly collards, kale or mustard greens (dark leafy greens). Crickets are a GREAT source of nutrients. They are almost the "perfect" insect food. Just be sure to dust them a few times a week with calcium and vitamin powder.
I hope I helped!
Good Luck!
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Kelly Affonce
DeKeaff Exotics
www.dekeaffexotics.com
AIM: DekeaffGrrl