Hi there. Your set up should work, but there are a couple things you could do to make it work better. I think someone else already mentioned this, but it is best to have a separate container for the eggs to be laid in. It keeps things neater because you'll only have substrate in one place. You can use a small shoebox or a sandwich container to be the "nest". Then, it is also good if you can get a wire screen mesh to cover the nest with. The reason for securing mesh on top of the nest is to protect the eggs from the male crickets. The crickets can and will dig into the substrate and cause damage to the eggs. They may even eat the eggs. So, if you can get a hold of some screen mesh, use it! Don't use a plastic mesh though. The crickets can easily chew through plastic.

You're off to a good start! Hope these tips help