I have never kept thorny devils – but would think they might be able to take some other substitute food like Mazuri Insectivore food.
https://www.mazuri.com/Home.asp?Products=2&Opening=2
Or even what the zoos feed echidna’s. They might even take pinhead crickets or flightless fruit flies
http://www.timberlinefisheries.com/fruit%20flies.htm.
But right now there is no incentive to determine an effective husbandry method of keeping thorny devils. (There are laws against keeping thorny devils in Australia). I am sure if some were smuggled to the US or Europe – where there are no restriction on keeping Australian reptiles – then people would find a way to keep them. They are very pretty and unique animals and I am sure they would be the jewel in any reptile collection. And like most Australian animals – once the feeding/environment hurdle is cleared they will live and breed well in captivity.