Ground turkey, mealworms, and roaches are all high protein, low calcium foods.
Mice tend to be more nutritionally balanced, but captive bred ones also tend to be obese, and therefore fat laden. Plus, they don't really make up a significant portion of wild tegu diets. Evidently there's growing evidence showing high rodent content diets can lead to blockage of the intestines under some conditions. The tegus apparently have troubles moving the fur through their intestines.
Captive tegus lack the variety in their diet they are most suited for, most people prefer to depend on rodents and/or ground meat substitutes. Undoubtedly, the natural variety meets their needs better than restricted diets do. Tegus kept indoors don't receive the benefits of full sunlight that promote the strong bone growth seen in those kept outdoors. Stuffing your tegus with high protein foods that are less than ideal in other attributes promotes rapid growth which places demands on the bones instead of promoting healthy bone growth. I don't promote undernourishing as you seem to be implying, just proper diet. Too many people think their tegus should go from hatchling to 4', 10lb animals in one year, and that simply isn't healthy.