It is great that you are so willing to take your little gecko to the vet and that is probably a really good idea. Make sure to bring a nice fresh fecal with you too 
Is your female a baby or an adult? If she is a baby it may be that she just cant digest the hard chitin (spelling?) of the worms. I would try going with squishier worms like wax, silk or butter
Good luck and keep us posted!
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1.0 green iguana-Deitrich
1.1 Common Boa-Un-Named, Ursula
1.0 Ball Python-Anabell (go figure!)
1.0 Red Tegu-Uteg
1.0 Albino Cal King-Pig
0.1 Mexican Black King-Morticia
1.1 Bearded Dragons-Unnamed, Hanabil
1.0 Albino San Diego Gopher-Unnamed
0.1 Hermans tort-Esio
1.1 JCP-Milton, Medusa
1.1 Reverse Okeetee Corn-Unnamed
0.1 Snow Corn-Unnamed
1.0 Hypo Okeetee Corn-Unnamed
0.1 Motley Okeetee-Unnamed
1.0 Western Hoggie-Wyrm
0.0.1 Rose Hair Taruntla-Unnamed
2.0 Leopard Geckos-Reptar, Pogo
4.1 cats-Tucker,Poe,Abhib,Emerald, Felicity
0.1 Bullmastiff-Asha