Stine
If you haven't got the mealworms, don't worry about it for now.
You say he likes Canary seeds?
Mix some into the eggs, and offer this mixture alone for a couple of hours at usual feeding time. If Canary seeds are his favorite, he will go for them in the egg mixture and ultimately ingest some of the egg as well.
After two hours, offer his usual seed mix.
See how it goes.
BTW~ If you do decide to get the freeze dried meal worms, don't buy them at the Pet Shop (way too expensive)
Walmart, has a nice sized bag of them in the wild bird/pet section for a fraction of the price.
Just remember to pulverize them into almost a powder before mixing into eggs.