Pinheads are too small a food item. These frogs have big mouths for a reason. Waxworms are okay as an occasional food item but are fairly high in fat. Small crickets, silkworms, pieces of earthworms, the occasional very small pink and small fish (not goldfish) are all appropriate food items for the frog. Depending on the food item you can feed several times a week.
All invertebrates need to be supplemented with a vitamin-mineral mix containing D3 (and if it contains vitamin A at a 10 to 1 ratio of A to D3). Pinks should also be supplemented.
This should get you started with your frog. If possible acclimate it to feeding from tweezers as this will eliminate the chance of swallowing substrate and possibly impacting.
Two books that are pretty good are Care and Maintenance of Horned Frogs in Captivity, Advanced Vivarium Systems and The Horned Frog Family and African Bullfrogs, Barrons (although the latter does need to have the info about corneal lipidosis corrected but it was written before some of the problems with corneal lipidosis were better understood, (and they still are not fully understood)).
Ed