To maximize protein production from insects, it is essential to understand their nutritional requirements, production characteristics, and the chemical properties of the resulting feed, along with how these factors depend on the insects’ diets. This research involved the use of nine different insect diets, all based on wheat bran. Corn and soybean meal were included to enhance the energy and protein content. The weight gain of larvae was significantly affected by the level of protein in their feed; however, the energy level did not have a significant impact on the weight gain measured in grams per day per tray. This gain ranged from 0.57 g/day per tray for insects fed low-energy, low-protein diets to 0.71 g/day per tray for those fed high-protein, medium-energy diets. Feed conversion ranged from 1.83 to 2.34 and was significantly influenced by energy and protein levels. The chemical composition of reared insects showed significant differences, particularly in fat content. The fat content ranged from 38.5% with a low-protein diet to just 26.9% with a high-protein diet. In contrast to fat content, the variability in protein content was smaller, ranging from 44.8% in a low-protein, high-energy diet to 51.9% in a high-protein, high-energy diet.