Consider getting a new plastic container, and ensure that is is completely SMOOTH. As Ryan said, some of the plastic bins (usually the heavy duty types) have just the slightest bit of texture that the smallest nymphs can take advantage of. I had a tougher rubbermaid bin at one point and was finding baby dubia everywhere in the house until I realized they were able to climb out. Look for plastic bins that have reflective sheen to them, and feel them out to ensure they are totally and completely smooth... Sterilite usually does a good job. I have a brand from Home Depot or Lowes that is a lightish blue plastic which works well for most of my colonies (I want to say the brand is HDX or something, I honestly can't remember).