The problems in sectioning mealworms are the same as in sectioning fruitflies and other arthropods, primarily the resistance of their chitinous integument to processing solvents and to sectioning. There are a few good methods for softening chitin which have been mentioned on Histonet previously. Perhaps you can find them in the archives by searching for "chitin". I haven't sectioned mealworms but I have successfully used one such method in sectioning fruitfly heads, which I will be glad to share if you can't locate the information.
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