I've found mealworms (Tenibrio molitor or Yellow Mealworm) can be raised in black plastic containers outdoors in a temperate climate provide the containers are in a sunny position causing them to heat up during the day. A simple, basically free, form of passive solar heating.
Mealworms of course require heat (and darkness) to survive and flourish but they are also surprisingly tolerant of temporary cold. They survived all winter outside in the containers here, where the night temperature typically drops to between 5 C and -3 C (zone 9, Wellington, New Zealand).
By contrast when I tried raising them inside the house, including above the water heater, this quickly failed, presumably because it was not nearly hot enough.