Earthworms and slugs commonly fall into water ways being eaten by fish/axolotls. I get your point though, I would not like to go feeding my axolotls black beetles or spiders or anything like that, In saying that i'm sure even they would occasionally get snapped up, And remember also that lots of flies start out in the water so if they are good for them then why not when they are flying about, just my thoughts, could be way off so correct me if im wrong
In Regards to original question I would agree stongly with getting on a varied diet either in the way of the commercial "tuckers" available or "mixing it up" yourself. I use salmon pellets, axolotl pellets, bloodworms, axolotl tucker, small amounts of oxheart and liver. and once a year tadpoles when my frogs are breeding. All my young axolotls live on waterworms and daphnia aswell as baby snails.