Oxyurids, or pinworms, are the most common parasite found in Leopard Geckos. If you feed crickets, they are even more common and sometime difficult to avoid. Fortunately, pinworm infections are the least serious of parasitic infection and the easiest to treat with Fenbendazole (Panacur).
The thing to remember is, that if actual pinworms are found in fecal samples, they are most likely from the crickets and are not infecting the gecko. If pinworm eggs (oocysts) are found in the feces, that means the parasite is in it's reproductive cycle and the gecko is infected.