They can chew on and hurt your pet while it is asleep. Most insects are missing some vitamins and minerals. Feed any bugs you buy fresh salad, cereals, and fruit for 3 days before they become lunch for your pet. Many stores that sell feeder insects don't feed them. Once or twice a week dust crickets with calcium and vitamin powder before you give them to the chameleon.
Vitamin deficiencies are common, so read up on what is needed.
Pet chameleons often die from slow dehydration. They live in humid places in the wild, and Colorado's climate is much too dry for them. Water must be dripping or running for the chameleon to see it and start to drink. They lick rain or dew off leaves and branches in the wild. You must mist or spray water on the cage plants 2 times a day so they will drink.