what if you tried grinding his favourite kibble into a powder form and then put the mealworm in a bag (ie a ziploc bag) with the powdered food and shake it so the mealworm gets covered in the scent his favourite food?
I know people do this to get hedgehogs to eat a new food they won't try, so maybe it will work with mealworms too.
Otherwise you could just keep putting mealworms in his food dish and be patient. Sometimes hedgehogs take a while to accept a new food.
If not, you could always try waxworms. They are very high in fat and my hedgehogs love them. I am feeding my hedgehogs them right now because they have lost a lot of weight from being sick. So if your hedgehog is overweight I wouldn't recommend feeding them, but if not you could give 1 or 2 maybe twice a week and it would be okay.
Or you can try crickets. My hedgehogs love live crickets. I have to pull their legs off though, otherwise the hedgehogs can't catch them. I know all this gross stuff I do with my bugs for my hedgehogs! :lol:
If all else fails, not eating mealworms is not the end of the world. Like nationofamanda said you can try other things like plain chicken breast, baby food or you can even scramble a plain egg in the microwave. Some hedgehogs love cottage cheese too (but only give a small amount as they are lactose intolerant).