While earthworms are a superb choice, a varied diet is ALWAYS best. Earthworms are very complete and nutritious but even they may leave the animal with certain deficiencies if they are the only food...and in the long run, problems might appear(not very likely, but possible).
You can offer small slugs, snails, waxworms, isopods, bloodworms (even the frozen ones are good), blackworms, small fish(VERY occasionally...never abuse these) and even pellets(make sure they are quality ones and specially made for axolotls).
Also it´s not uncommon for caudates to get "bored" of a certain food item, and temporarily refuse to eat it. Thus, variety will help keeping your animal interested.