Medium live mealworms - keeping them

[-Katana-]

I've had giant meal worms for a few months now and in that time i know they've gone through a few sheds as I'm always finding very pale individuals within the substrate.
It's actually a rare thing for me to find a shed skin unless I find a worm in the act of shedding so I'm left to believe that the worms eat them.

Has anyone else noticed this with their giant mealworms?