Pinkies once a month are fine, but there's a higher risk for bacterial infections and parasites - it depends on the breeder.
Crickets and mealworms are good, but you have to keep gutloading them before feeding... most critically 24 - 48 hours before feeding... the better your gutload, the more nutritional the feeders will be and will beef up your leos. Also, ONE wax worm every week or every other week will help add weight to your leos... don't feed any more than that because wax worms are high in fat and very addicting. If they become addicted, it might be hard for them to accept other foods... so just ONE wax worm to EACH leo once a week or once every OTHER week
if you gutload well and give the waxie treats, then your leos will beef up in no time! 
for me, the mealworms that i leave gutloading (i don't even hibernate them in the fridge anymore) chomp on food all day in preparation for their death
then, a wax worm goes in on saturdays. my leo got a fatter tail after 2 weeks! 
good luck & take care! 
[aimEe]
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0.1.0 Albino Leopard Gecko (Marlene)
0.0.2 Fire Bellied Toads (Norman & Forman)
1.0.0 Fighting Fish (Blue Balls)
1.0.0 Black Lab / Pit Bull (Mikey)
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