I use rehyrdrated water crystals--giving them fruit never kept them hydrated enough for me. You can buy them from people like Gregg Hagedorn, or other roach suppliers. I've heard SoilMoist works, and is cheaper, but I wouldn't know about that as I've never used it.
They also seem to like oranges and dog food.
Beyond that, and a suggestion to switch to roaches, I got nuttin''.