Indeed, this is a very difficult question, Marcel! The thing is that even mealworms are supersensitive to handling so that they often change their developmental strategies soon after being seriously frightened!
And obviously there is all what is happening in Nature (e.g. predation at all levels, massive food consumption in humans, Killing domestic populations to prevent disease spread, Hunting for pleasure, starvation, etc...), so why being more ethical than Nature?
Anyway, I prefer to minimize animal suffering (vertebrates and invertebrates) and much can now be done with cells, tissues, not involving conscious beings, right?
Although I am not so much against doing research on both vertebrates and invertebrates, however, I am a little shocked about the numbers of insects killed to update museum and private collections. In a scientific study, each organism represents a data point while many people kill insects just for fun.