No. They are not an absolute necessity. They are messy, loud, stinky, and replaceable.
Worms and roaches are another alternative.
My leos weren't fond of roaches, but some people swear by them. I tried lobster and hissers. What I hated about them was that they climb! So I had to smear a coat of vaseline around the top of the tanks, so they'd stay in. Some people crush their heads to keep them in place.
What I love and decided to keep were worms. All kinds! Silkworms and butterworms are more nutritious than crickets, and a breeze to keep. The mulberry chow that silkies eat is available pre-made, but if you choose to make your own all you need is water and a microwave. The powder keeps forever in your fridge. They are more expensive than crickets, but I am willing to pay for avoiding the hassle of dealing with crickets.
I still get them crickets occasionally, but it is far easier to go to Petco, buy 10, 20 or so, and get rid of them in two days.
Some people feed their leos pinkies. Mine smelled them and walked away.
Waxies and mealworms ared another alternative. And they'll grow for you in a few months too, cutting down expenses when you start breeding them, if you choose to do that. You'll still have to pick out dead ones. Waxies are particularly stinky when they die.
And then there's other worms and goodies that people do not normally talk about in boards. I guess a group makes the main suggestions and everyone sort of follows along, but browse fishing supplies websites and see if you want to try anything else...
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