I've read on a health site that pinworms in mice can end up in the leo's poop, but it would just pass through the bodies of the leos without affecting them because they are mice pinworms. I'm still trying to confirm this and whether or not the same applies to crickets that carry pinworms. Pinworms aren't usually a problem though. One of my leos, who's perfectly healthy and looks great, was just recently confirmed to have pinworms. I'm still going to treat her for it.
What you want to watch out for are the breeders that use recycled egg cartons for shipping their feeder insects. Coccidia is fairly common in chickens. Some of the oocysts end up on the chicken eggs when they're sat upon by the hens. Supposedly, reused egg cartons can retain shell fragments from the chicken eggs, which the crickets then eat, therefore, ingesting the coccidia and passing it onto your leo. Crypto is one type of coccidia you do not want to deal with, namely because there is no cure and you can only watch your leo deteriorate. Some people have posted on here about having a mysterious illness affect their colony, and I know one person could only trace it down to the crickets he bought from Flukers.
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chickabowwow

3.2 leopard geckos (Rosie, Locke, Lisa, Caesar, Tommy)
and 3 eggs a' cookin' 