I feed my Geckos mostly Kingworms (giant Mealworms), except for the AFTs they are picky and 2 at least 2 of them will only eat Crickets.
They can eat Crickets, Mealworms, Kingworms, Superworms, Butterworms, Phoenix Worms, Hornworms, Silkworms, Waxworms (although only as a treat as you said).
Supplementation is actually key! Get a REALLY good supplement and you Geckos will be healthy even if you don't give them huge variety.
I use Repashy Calcium Plus, not sure if you have that in the UK. It is a full calcium and vitamin supplement that you dust the insects with every feeding so that they get all of the correct nutrients.
Wanted to add that it's a general consensus that the soft-bodied insects are a lot healthier because they don't have the hard shell which can be difficult for some Geckos to digest. (so Silkworms, Hornworms, Phoenix Worms, Butterworms, Waxworms are soft bodied).
And a good rule is to never feed a Gecko a worm that is wider than in between the Gecko's eyes.