You can also use a smaller bowl, usually glass similar to a cereal bowl, and sink it into the substrate. Place the pinheads into the bowl and they can't escape usually. Any that do will eventually fall back into the bowl and be stuck in there again.
The bowl needs to be kept clean since the crickets can't get traction unless the bowl is dirty or has substrate in it.

This works great for monitoring how well your frogs is feeding too.