I would avoid waxmoths and even waxworms themselves, just from personal experience.
Check out the rearing info at
Rearing Waxworms | University of Kentucky Entomology
You'll see that the worms can chew through wood and soft things like plastic. Even though you're asking about moths, it doesn't take long for the moths to mate, and in no time you've go gravid females looking for places to lay their eggs. One female can lay around 1500 eggs. If even a fraction of them hatch, you can have a lot of waxworms chewing through the wood supporting your house, even your furniture. One mated female escapee is all it takes.
I had a problem with them many years ago and won't be using the worms anymore.
The moths that made it into the gecko enclosures or chamelon cage were great treats.
If you want to try moths, raise silkworms. I raise them to moth stage, let them mate, then feed off the females after they've laid eggs. Extra males are fed as they hatch, as are males when they're done mating.
Silk moths can't fly, they have to walk away, so they're easy to contain.