There are two methods of Gutloading.
At minimum you should feed the crickets good food for 48hr prior to feeding when possible. The same stuff that goes in a salad, is simple and easy and can offer moisture to them too. though some items are more palatable to insects than others. (I've not found my bugs to like greens so much.) there are also commercial diets that are good for crickets - though many are falsely advertised so be ware. Anyway. this fills the digestive tract and helps make the insects more nutritious. Some vitamins may also be converted into more usable forms after being eaten by the bugs. He will get more nutrition than crickets that haven't eaten, but remember their guts are small and won't hold as much as he would eat on his own. That said - babies eat more bugs than veggies anyway and it may take a while for him to warm up to his salads. Even once he does, still feed the crickets a good diet.
The other method of gutloading goes a bit further and can boost calcium and other vitamins as well. It's more complex and requires more effort and planning but can reduce or eliminate the need for supplement dusting. This is more practical for large collections like zoos though their are ways to formulate a cricket chow, and some commercial ones that do well.