An important part of game bird diets that is often overlooked is the use of live food. The mealworm is the larvae of the Common Darkling Beetle (Tenebrio molitor), and is perhaps the easiest of live food to produce and will provide the keeper with a source of live food needed for all stages of life. It is very easy to start a colony of mealworms and you can do so for less than $20.00. I'll use the colony I started a few months ago as an example.
I purchased a rubbermaid tub that is 16" long, 10" wide and 6" deep. The tub does have lid (to prevent our cats from getting to the worms and litter), holes were punched into the lid and at 4" from the bottom of the tub to provide ventilation. At the zoo, we used cat litter pans and I've also seen 10 gallon aquariums used as well. Be sure that the container you are using has slick surfaces or are covered to prevent the beetles and worms from climbing out.
You will need some type of substrate for the worms. I picked up a container of Quaker Oats at the same time I bought the tub, but you can use bran and/or bird or poultry pellets (crushed) or crumbles. I filled the tub to cover the bottom with 2" of oats and added a little over 50 mealworms to the tub.
Maintaining a breeding colony of worms is as easy as it is to start one. Add a few slices of carrot, sweet potato or apple, even banana peels every other day for the worms & beetles to feed and drink from (be sure to replace often to prevent mold). You will soon notice the worms metamorphisize into the pupa stage and then into beetles. A female beetle will lay several hundred microscopic eggs in the substrate. They will continue this cycle as long as you keep them at room temperatures and provide the veggies when needed and give you a continuing source of live food for you game birds.
Update 12 January 2012: I first put this page together in 2003 when I started the colony. Nine years later, I still have that tub and the colony. I did add about two dozen new worms in 2010. The colony continues going strong providing me with constant supply of live food for my animals.