New solutions are compulsorily needed to reconcile the enormous and ever-growing request for protein for human nutrition and, at the same time, reduce conventional meat production. This epochal challenge can find a valuable aid to a winning solution in insect rearing. The use of insects as feed and food, far from being a definitive solution to global food shortages, can offer new protein sources and perfectly fit circular economy precepts, yet more so when insects feed on by-products from the agri-food industry. In this scenario, Tenebrio molitor (TM) is a concrete alternative. Therefore, making its rearing more sustainable is a prime objective. In this paper, we evaluated the possibility of replacing usual plant sources of wet supplementation used in TM rearing with sustainable alternatives, including the cladodes of prickly pear (Opuntias ficus indica, OFI), to reduce the frequency of administration, thus minimizing related labor costs. The alternatives were tested for water content, dehydration, and shelf life to select the best-performing ones. On the selected matrices, we evaluated the preference of the larvae and their palatability because a matrix may be convenient and sustainable but not appreciated by consumers. The results showed that OFI cladodes have high moisture and a long shelf life and are appreciated by the larvae that prefer them to other matrices. Thus, OFI can replace the conventional wet source in TM rearing, at least in areas where this cactus grows wild and is not difficult to obtain.