You should be able to get vermiculite at any gardening store.

I use the coarse variety as it seems to hold the moisture more evenly. I make it moist enough so that when you take a fist full of it you can only squeeze a drop or two of water out of it. I fill shoebox-sized containers about half full of it. I poke two very small holes in the lid of the container. I lay the eggs in dents that I have made with my thumb in the vermiculite in rows about 1" apart in all directions. I put the lid on and put the container somewhere where the temperature is 76F. They will take about 250 days to hatch at this temperature.