I'd recommend setting him up in a very small tank, ~2.5 gallons or less and keep it simply furnished. Put in a layer of soil he can burrow in, a flat piece of bark for a hide and a shallow water dish. Introduce a variety of prey items: try the worms, but also try things like wax worms, mealworms, and crickets with their hoppers removed. Here on the west coast the similar black-headed snakes are often centipede specialists so you may want to try these too. Make sure all are of appropriate size. Count out how many of each you put in. Let a week go by, then see how many and of what you can find. If you try centipedes introduce them alone because they may eat your other insects and then you wouldn't be able to tell who was eating what. Also try the termites Mike recommended. If nothing seems to have disappeared, seriously consider releasing him. If the only things that disappear are things like the termites and centipedes, you'll need to carefully consider how much time you're willing to devote to procuring these items and whether or not you'll be able to find a sufficient amount to keep him well fed. If this is going to be hard to do, releasing him would again be the best option. It is also importnt to keep handling to a minimum during this period.
Good luck!
Alice