Iguanas are strict vegetarians. They may eat an occasional bug by accident, but it should not be a normal part of their diet. The best source of protein for an Iguana that I have found is alfalfa hay or fresh tofu, (use the firm not soft).

Super worms are a larval form of a beetle. they will eventually reach the pupal stage and change into a beetle. If you can keep them captive, oats and other grains are a good food supply and you will soon have a new crop of super worms. Breeding them can be a pain, so I would recommend just not doing it unless you have a reason to, such as having a number of chameleons or other bug eating lizards.