Mealworms are good (and with hogs you don't need to cut their heads off as they are incredibly good 'chewers'), but it will not bulk them up.
The best thing you can give them is normal cat or dog food from a tin/pack. Just make sure you don't give them any fish flavours, this is a big no no!
Feed them twice a day (morning and evening), approx two large tablespoons (quarter of a tin ish?) per hog per feed. Dry cat/dog food is also important as it helps with oral hygiene.
I've also heard that it isn't advisable to give IAMS to hogs as it can cause longterm liver problems.
They should also eat some fruit and veg that is high in fibre. Try a variety to see what they will eat, if any!
Finally, the perfect hibernation weight is between 500-600g. If you think they are too small to be out and about it may be better for them if they are taken to a wildlife rescue centre (they will be returned to you in the Spring).
A young underweight hedgehog will not be able to hibernate on its own so will not make it through the winter.