According to Tremper and De Vosjoli's new leopard gecko book, these geckos, and most (but not all) other insectavorous lizards do produce chitanase, and are able to break it down to some degree. As to what level digestion of chitin occurs is not stated, but they did state that they feed even hatchling geckos mealworms (Tenebrio molitor) which I do not think could be passed without some breakdown of the chitin. I don't know where they collected the data, but at least that is a place to start looking.

Hope it helps...

Jono