I am getting a new Leo on friday which is only a couple months old and currently weighing at about 30g. I wanted to know if it is ok to feed dubia roaches when they are this young?
You can start feeding dubias when they are fresh out of the egg, as dubias come in various sizes As SCGeckos said above, just make sure you use size appropriate roaches. At her current size, she can feed on small to medium roaches.
Just remember there's no guarantee the gecko you're getting will take to certain feeders, as she's conditioned to feed on mealworms at the moment. So I would try a small amount first so you don't end up with a lot of dubia roaches that you can't use. This is the case when trying any new feeders. I'd still provide what she's used to, mealworms, on a regular basis. Then slowly introduce new feeders, by perhaps placing a dubia or two inside the feeding dish, or trying a cricket here and there. This way you slowly phase in new feeders, and don't get caught not having something she's used to eating.
Some geckos can be picky eaters. But feeding a varied diet is definitely a good thing as long as your gecko will take to new feeders.