Back when I fed crickets (the little hellions!) this is how I went about dusting them.
1) Scoop your crickets up and shake them in a bag like you are already doing.
2) Get two identical tall plastic cups. Using a soldering iron burn tons of small holes into the bottom of one cup (especially around the edges). The cup with the holes will act as a sifter of sorts.
The cup with the holes burned in it will slide inside the cup without the holes. Pour the contents of your "shake and bake" bag into the plastic cup (powder and crickets). You can then shake the powder out of the cup with the holes, the powder will fall into the second cup and you will be left with dusted crickets.
The whole process takes under 30 seconds, just make sure you have lots of small holes burned into the "shaker" cup.
I hope I wasn't too confusing with my explanation. If you have any questions let me know.
That is the easiest way I have found to dust my crickets. Once you have sifted the powder out you can shake the crickets directly from the cup into your geckos enclosures.
-----
-Ross Payan - www.LeosAnonymous.com
Leos Anonymous

Ball Pythons, Red Striped Leos, W.Hognose and Screaming AFT's