best thing to do is either ignore the crickets. it might be hard to do, but after a few days they do quieten down. i keep my crix in a draw, it drowns out some of the sand but not completely. if you wanna ween your leo off crix, leave a dish of mealies in with your leo, and feed him less and less crix (dont go from 10 to 0 in a week) and he'll be forced to eat mealies until you can pull him completely off crix. mine doesnt eat anything apart from waxworms (if i were you, i would just forget about waxies, they get addicted and will eat nothing else, and they make them obese, which obviously isnt healthy)
hope this helps