You can use papertowel instead of newspaper as well and it's a bit easier to change and more absorbant. Newspaper is fine too though.
I would not feed insects caught from outside at all. Many are parasite ridden and can reinfect your dragon. Others may have contaminants such as insecticides, chemical fertilizers etc that can build up inside your dragon and kill him. Crickets are fine feeders to give though time to time, depending on the source, they too can be riddled with parasites. Other more wholesome insect foods for your dragon are silkworms, butterworms, hornworms (domestic only, wild caught are toxic due to wild diet), superworms (though not in quantities, as superworms can be fatty) or various species of roaches (any that either retain a small size or are soft bodied. Young of large species may be fine, if they are soft bodied).
Since your dragon isn't a full year yet, I would still recommend feeding him insects once a day, salads offered all day long. Dust insects 2-3 times a week with calcium plus D3 and multivitamin powders. Once he is over a year you can cut down the insects to only a few a day (about 10% of his total daily intake of food which works out to maybe 3-6 crickets, silkworms, hornworms, superworms or roaches) or 2-3 feedings a week.
Remember during your parasite treatment to offere fruit yogurt (unsweetened, no fat) about a teaspoon a day, to help restore beneficial gut flora. I would continue to do this for about a week after treatment ends as well.