ekk, live bloodworms causes contamination. my friend who used to work at petmart before she had to quite to go to university (who is extremely educated in freshwater fish and helped me a few times next to this forum) would rather feed them freeze-dried one a week. i use top fin and i give him three worms before i do a water change. don't over do it though, they will become bloated.
if their's a Big Al's Aquarium in your area, they may have it. you can always call and ask but i wouldn't recommend it at all.
you can try either top fin or hikari freeze-dried blood worm. again, it's going to be about and $5-7 but i don't know the priced for those exactly.
and as for those pellets, don't overfeed them as well and fast them at least once a week. my betta is slightly bloated again. i only feed mine 4 pellets a day.