The first of these, maggots, can have disease risks and are probably best left to specialist supply companies. The other two are locusts and mealworms. The former are more difficult to obtain initially and certainly more difficult to catch and feed to the birds once propagation has succeeded. Both require warmth and a suitable container. An empty, small aquarium is ideal with a heat source being provided by a 60-watt light bulb.
Mealworms are both the cleanest and most practical insect to breed.
At its simplest, all that is required is a few inches of bran or chick crumbs in the bottom of the aquarium. Place a few thick slices of potato or apple in the bran from time to time, and put the initial stock of mealworms into the aquarium, covering the bran with several layers of newspaper or sacking. The mealworms like getting between the layers where they can be easily collected. The life cycle of mealworms is fairly slow hence the reason they are expensive to buy. The mealworms, when mature, become chrysalises and hatch fairly quickly into black beetles which mate, and the female then lays eggs.