Composting worms like Red Wiggler worms really likecoffee grounds. They go crazy over it! They also love egg shells. But make sure that you've thoroughly cleaned and crushed the shells before puttin it in your Red wigglers' home. There are tons that you can feed them but make sure that the environmental pH doesnt get ruined. or else they'll migrate or just die! Avoid citrus fruit and dairy products. Add vegetable scraps, grains, bread, cereals, tea bags(without staples) fruit & vegetable scraps, stems, peels,dry grass clippings, the list goes on! I learned everything from thie Vermicomposting Blog that I always visit - a lot of great tips there.
Found this Hubpage profile about Composting Worms and everything about worm composting, I think it specializes or tackles mostly about Red Wiggler worms or Eisenia Foetida. I think you will enjoy it as much as I found it usefull very much. Enjoy!