I dust all of the bugs I offer with calcium (once or twice a week multivitamin instead) unless otherwise directed by the label. If you want to simplify things you could use an all-in-one like Repashy Calcium Plus and just all of your bugs in that before feeding.
I use calcium without D3 because I use high output UVB lighting (T5 and mercury vapor bulb) which allows them to synthesize D3 on their own as they would under natural sunlight. If you're using a lower output
UVB light such as a T8 or a compact coil (UVB 150 or 200) then offering calcium with D3 is a good idea.