Well I think there dumber than cricks... I just made a permanent house for my supers. I have calci sand and the t-rex vitamin supplement as a substrate with apples for moisture... I looked in there this morning and there coated in it... the thing to realize too is that they don't have the appendages to clean themselves.
supperl One thing you can do is dip the worm in a little water then roll in dust. The dust does stick fine without but water does help. plus gives the gecko a little extra moisture.
if you dip the worm in water it will die really fast do that is not a good idea, put a little gutload int he bottom of the mealie dish, the a couple of thin slices of carrot then the mealies then the dust on top of the mealies, the mealies will crawl around in the gutload and dust and they keep theirselves dusted that way.
That is also how I feed. Both of my geckos get crickets once a week with vitamins. The rest of the week they get mealworms with calcium. I put the mealworms in then sprinkle some calcium on top of them.
I place the mealies in a bowl full of either calcium or vitamins. It's deep enough that the worms get coated and the gecko will ingest the supplements as it strikes the food item.