+1
I toss worms into the pond whenever I run across them when I'm working in the garden or planting trees. The BG nail them immediately. Side benefit is, if you do it often, you can sneak a hook into one and fishing action for that 3 year old will be awesome!
My BG also love Japanese Beetles! I keep an old cottage cheese container on my little tractor and collect them when I see them and other creepy crawler critters. Give the container a good shake and then toss.
IMO don't be leery of tossing natural food to your fish. It's the pellets that aren't natural!