EB, if you decide to give him some peanuts, please make sure you smash them up well - we get many starving hogs in our local hedgehog hospital and when examined they are found to have a whole peanut stuck to the roof of their mouth and cannot eat properly.
Also, if you do decide to give him some mealworms, buy them dried and rehydrate them yourself. Do it outside though, as they absolutely stink. You'll get them for a much better price if you buy them in bulk off eBay, rather than from a garden centre. Wild birds love them too.