Both male and female crickets have wings. Females are larger as adults and have a 'third' antenna or anal 'hair'..usually black or very dark brown in color coming out of the center...with two hairs on either side in a sort of 'V' formation. You can see this 'dark' hair when the crickets are about 1/4" long, long before the wings develop. Keep these and you will just have females.

The center hair is the ovipositor, which the adult female uses to deposit her eggs.