This is what I do with my American Green Tree frog-put the calcium dust in a plastic bag, put the crickets in it and shake. I usually try to coat the crickets completely and my frog doesn't seem to have a problem with that.
Yep, I too am a fan of the plastic baggie method! It allows you to dust with as much powder as you want. The crickets should be fully covered but with a thin layer. Kudos.