I usually gut load all mine when I get them home from the shop. I put them in an oatmeal bedding, using a carrot/potato for moisture and or food. I give them until the evening feeding, then I put them in the fridge. I take mine out a couple times a week and warm them up and feed them.
As for the bait shop, I personally buy mine from the bait shop when she has them small enough. (if you can get them small enough) Not many bait shops purchase the small ones. most of the ones in this area carry giants. My girl wont eat them, and the one she did eat the threw up within minutes. Personally I think the quality of the mealworms you purchase should matter more than the source. My local reptile shop has them, but the die within a few days, and there are more dead than live ones in the bags that I get. I plan to start buying online in bulk. I have found its cheaper and I don't have to drive to get them. I am no means and expert only offering my own opinion based on my experience.
PS; I do buy my crickets from the bait shop too. But I also personally know the bait shop owner and know she feeds her feeder crickets well.
Good luck!

-----
2.1 chocolate labs and bassett (Harley, Barker and Capone)
1.0 leopard gecko (Nacho)