They are easy to contain, harmless to humans, and inexpensive. A mealworm feeder is easy to make. All you need is a basin-like structure for bluebirds to come to and get the mealworms, which will be in a substance such as cornmeal or some other simular meal. Keeping mealworms is also easy. Their diet is very simple.
Some good choices are cornmeal, wheat bran, oatmeal, or chicken mash.
Keep the mixture moist with an object such as a moist sponge, paper towel, etc. But, do not let it get too moist. Use a lid that blocks light but not circulation. Make sure to store the container in the dark.