I am not raising them right now but I remembered from when I did what I used to cover and protect the eggs.

I see a lot of people mention fiberglass window screen, metal window screen and other ideas but I used a material called plastic cross stitch mesh. It works really well, can be cut to fit any container and even though it is plastic it is thick enough that the crickets didn't chew through it. Best of all the holes were large enough to leave it on and the babies could crawl out onto it without a problem and get out of the hatching container.

I wish I had my old pictures but I don't. You can find the plastic cross stitch mesh in the craft section at most stores.

It also makes great ladders for the crickets to get to food, water and anything else you need a ladder for them to get in and out of things for.