Keep feeding them crickets as long as he likes them. Dusted with some sort of calcium and vitamin powder. (Most books suggest something designed for leopard geckos as a starting point.) I would move up a size cricket though, he appears to be too big for pinheads.
I would suggest that you begin switching from pure baby food to CGD as soon as possible. The main reason is calcium and nutrition. You gecko can have serious health problems in short order if not given enough calcium and protein during its growing stage. Crested Gecko Diet (CGD) is widely available in most chain petstores and it is a "meal replacement powder". Basically at feeding time you mix a small amount of powder with water (as per the directions on the CGD) and serve. The CGD is made to be the only food you give the little guy and he can grow quite well on it alone. I prefer to continue to offer crickets when they are growing as it seems to make them happy to crunch them and they grow faster as well.
To get the crested off the baby food and onto the CGD, you may try slowly mixing babyfood and CGD together for a while. Usually in about two weeks, by slowly upping the percent of CGD you can get them to eat totally CGD. One exception is our most recent gecko who really didn't care for CGD at first, so for the first 3 months I had to keep mixing CGD with organic food to get her to eat it. Now, she eats CGD straight up and loves it... just took her long enough.
Good luck!
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0.1 Albino Leo Gecko
0.1 Crested Gecko
1.0 Dear Boyfriend
Departed: Harvey and Spock