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For the first few days in a new home, their impulse is to escape. Makes sense to me. We lost a few, but most seem happy and healthy inside. Ideally, they'll process about one tray's worth of food per month, meaning that at planting time next year, we're going to have a wonderful amount of worm poop black gold.
The only things you can't feed them are: bay leaves, oily things, meat (eww), citrus, and garlic or onion. That's basically the same list you can't feet the chickens (although meat is actually ok for them.) Garlic & onions aren't a problem, since they go into the stock bag. We rarely have meat, and when it's around, Alex eats all of it. It's just oily leftovers from our plates that go into the garbage now, and that's ok with me.