My gecko used to only eat crickets and wouldn't touch mealies. I never pulled the legs off the crix, she'd just stalk them around her cage and hunt them down one by one.
Then a few months ago she stopped eating crickets and started eating mealies. Leo eyesight seems to be like a T-Rex's, they see something if it moves. So I usually hold the mealie between my thumb and forefinger in front of the leo so that the mealie will start rotating like a helicopter blade. This usually catches the leo's attention and they'll lunge for it. Otherwise I'll put the mealie on the ground and use a pen to nudge it around and the leo will lunge for it (sometimes she'll lunge for the pen and miss and get a mouthful of mealie instead
)
Oh and the wax worm thing is just weird, my leo runs up and eats a wax worm even if it doesn't move. Maybe your leo is on a low-fat diet!
Good luck!
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0.1.0 Normal Leopard Gecko: Mala Ala
2.1.0 White's Tree Frogs: Wabo, Chabo, and Mushu
0.1.0 Bearded Dragon: Igor
5.0.0 Betas: Ghost, Fruity, Misty, Assasin, and Cobalt