To some extent, I'd do both. Leaving small earthworms in the enclosure is both a good food source for the turtles, and also a good measure of your substrate moisture. If the worms dry out, your substrate needs to be more wet. If the worms stay near the top, it is too wet. Just keep in mind that if your turtles are eating freely in their enclosure, there is a chance that they'll ingest some of the substrate. For instance, I use aspen bedding for my young ornate box turtles. I would never throw a worm in there. If I did, wood chips would be stuck all over the thing, and the turtles would eat them. That is a gut impaction risk. Just something to think about.
I wouldn't put crickets in with the turtles, though. Crickets have a bad habit of chewing on the very herps that they're meant to feed. At the least, this will annoy your turtles.
Removing your turtles from the enclosure for feeding is a great way to track what they consume. For the first six months of life, I keep a detailed record of every single thing that a hatchling consumes. I'm looking for volume and variety. Plus, you'd be suprised how difficult it can be to remember when you last dusted the food with vitamins, etc.. It's a pain in the neck, but it has helped me identify problems before they get out of hand. The funny thing is, it really helps me feel as if I'm bonding with the turtle (as corny as that sounds). One poster stated that he just throws a handfull of bugs in the enclosure and walks away. He has had great success doing things this way. Baby box turtles are very secretive, and that could explain why he has such a high success rate. They may just enjoy not being disturbed. For me, that would drive me nuts. I guess I'm just controlling that way.
One last thing, a feeding schedule. When they're young, I choose the "feed as I go" approach. That way, I can assure the highest variety of food items. If I find some slugs in the garden, baby box food...if the slugs chew on a tomato in the garden, tomato is on the menu...and so on. Some people, on the other hand, set up a schedule. Worms on Monday, veggies on Tue., dusted mealworms on Wed.... Box turtles are creatures of habit. While they are opportunistic feeders, they seem to appreciate a schedule. Feed at the same time every day, in the same manner, and before you know it they'll be charging at you when it's feeding time. It's a great feeling. My adults are on a strict schedule.
Good luck with your little turtles! I'd love to see pics as they grow.