First of all, what species is Gus?
1) He is fine in the hardware cloth, that's what most of us who make our own cages use. As long as he doesn't lose fingernails in it or rub his nose on it, he will be fine. He needs a basking lamp of 60watts or 75watts with a UV bulb, calcium supplementation 2 or 3 times a week and vitamin d3 supplementation once a week, vitamin supplements twice a week are ok too.
2)Pinkies are generally used as at treat once a month or to fatten up females that just laid eggs.
3)mealworms are good for fattening them up, but they have very little nutritional value. Stick to crickets, roaches, stick bugs, green grasshoppers (without pesticides), silkworms, and they love praying mantids. If you are choosing between silkworms and mealworms, silkies are ten thousand times better. One silkworm has about the same nutritional value of 10 crickets.
Make sure Gus has a lot of plants/foliage to climb around in his cage and hide in. Basic (minimum) cage dimensions for a veiled is 18x18x36 (LWH"). He should be fed every day or every 2 days depending on his own eating habits.
Chams are very addictive and I bet you'll be hooked soon.
-Brock