Hi!
I feed my F1, F2 and F3 CB animals mostly with crickets (Gryllus assimilis) and lateralis roaches.
Gryllus jump less than Acheta and masobe seem to prefer that.
Also try to give them some snails. Young animals of both sexes and adult females like them.
My animals have never taken anything from tweezers except for snails.
During the breeding season females go crazy for them. They bite so hard, I'm always afraid they'll crack their teeth, if they would bite the steel tweezers. :shock:

Since wc are probably more nervous (I can grab my cb animals gently by hand, without them showing any distress.) you can offer them freshwater aquarium snails from shallow dishes.
And I would very much recommend keeping every animal separately, if you don't already.
I have a F1 female that was so aggressive, that two other females that were housed together with her some years ago, dropped their tails, before I realized what was going on. I thought the male was doing it and took him out, but it turned out it was one of the females.
Yes, your female certainly looks a bit thin. I wouldn't try to breed her, until she gains some weight. Your male doesn't look so thin as the males are always a bit smaller and thinner than the females.
I hope this helps.
Regards, Matjaz