They need that added calcium. ! Let me ask you why it takes so long for them to catch a cricket,
are they not hungry?
Or are the crickets hiding in stuff, and they can't get them?
When I have enclosures that the crickets can get away, so to speak, I use a dog bowl or something of that kind and throw a few crickets in. (They can't hide) 
They usually can't get out , but the lizards can sure get in !
Plus the fact, even if the dust stays on, but they hide and the lizards can't get them for long periods, they no longer have any nutritional value, if they (the crickets) have not been gut loaded, ( feed) for that long of time.
But I personally would not stop dusting. Its very benificial.
I dont think it all gets rubbed off 
By the way, how do you like the long tail grass lizards? I saw a pair, they look kinda neat 
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Eve