I give mine greens (turnip, collard, and mustard) with a slice of carrot or potato. Sometimes I throw in kale and dust it with that calcium gutload stuff or calcium powder.
I use Fluker's High Calcium Cricket Diet and the gel water stuff. Going to be switching to Repashy Bug Burger, Super Load and/or Hydro Load though when I'm out of the Fluker's, since I use the Repashy Calcium Plus I think it would be better to use the same family of products since they are made to work together. My leo is perfectly healthy though. Maybe a little too fat... LOL!
There are many ways that you can gut load, but if you want the crickets to retain the greatest amount of nutrition for as long as possible, make sure you include fruits and veggies!
There was a recent study published in the Zoo Biology journal that tested 3 popular species of crickets with 3 types of gut load. They tested fish flakes, wheat, and fruits/veggies. They found that all of the crickets retained the most nutrition for the longest period of time when they had been fed the fruits/veggies. Wheat ingredients were the worst for nutrient retention and fish flakes were somewhere in the middle. The main focus of the study was on "carotenoids" which are basically antioxidants that help improve the immune system.