Wait till they shed before offering. I prefer to start with mealworms because crickets move pretty quickly and, since I use partitioned enclosures, the crickets often move to other parts of the enclosure so some geckos may end up with nothing. If you use crickets, in my opinion pinheads are too small. Start with 1/4". I put the mealworms in a bowl with a little gut load to keep them there. Periodically I may hold a hatchling and stuff a mealworm in its mouth if I feel it's not getting the idea.