I think it is WELL worth it. NO gut loading protocol can mimic the plethora of "bioavailable" vitamins and minerals in wild caught fodder. That is my opinion.
I fed wild caught(and live) invertebrates(and some vertebrates) to my various turtles for years with no apparent ill effects. Then, one of my Blanding's was infected with tapeworms from feeding live crayfish. I now freeze and thaw most things that are wild caught. My outdoor turtles, since they graze naturally on wild insects, are chosen at random and tested periodically. In five years, they have never tested positive.
If you have the means, it would be great to do fecal examinations after this summer. With a minimum of training and a microscope, you can do this yourself. I'm not aware of the laws regarding medications in Canada, but a Vet. may only be necessary if you see something concerning and wish for further examination or treatment. Or, you can just deworm prophylactically. Or, you can wait for symptoms. All of these options have merit. I tend to err on the side of caution after seeing how detrimental the tapeworm infection was to my Blanding's.
Hey, if I could pick them up, I'd ask you to collect some critters for me too!