waxworm feeder

Karen,
You might want to watch they aren't climbing out, I am only saying this because the parts with the holes in is made of wood which these worms find pretty easy to climb.
They could be climbing up the wood and getting out if you haven't seen birds using it.
Might be worth putting them in and watching the feeder for a hour when you get chance, With it being wood I imagine it will be easier to climb then plastic. 
Plus the base of the feeder isn't that far below the holes by the looks of it maybe a few cm's so wouldn't be much of a climb for them anyway. 
Just have a watch and see so your not wasting live food, Hopefully it is the birds found it quickly though! 
If they are climbing out just put them in a little plastic container inside there should do the trick, These worms are like spider man believe me! 

Here's a little quote off a breeder site about the whole plastic vs wood you see

"It is recommended to use a plastic or glass container rather than a wood or cardboard because mealworms can climb up or chew through wood"

I personally didn't know they could chew through wood but I know it was easier for them to climb, Wouldn't want you wasting live food thinking its being ate when they're planning the great escape