That sponge is pretty dirty, the eggs may mold because of it. But its still worth trying.
I would put vermiculite in a container with a screen lid, the crickets would lay eggs in it and I would put new vermiculite in with them every 3 days. The eggs I collected in a weeks time would all go into a container I put in my incubator. At 85-90°F it would take about 10-14 days to hatch them.
As for the roaches, all sizes can be kept in the same bin. You don't need anything fancy to house them. My pictured gray bin is a roach bin. Its just not as fancy as my Coleman cooler bin. The only issue with keeping roaches is trying to figure out the best way to heat the bin to 85°F-90°F. I use a heating element for mine, heat tape wasn't getting temps high enough. I don't heat my house in the winter and it gets below 55°F frequently...which would kill the roaches. It was too cold for the heat tape to maintain temps. I keep my Colman cooler bins in the garage, they are insulated well enough to maintain temps without problems. My dubia bin is in the house...its insulated, but not as well as the coolers, and I have room for it in my reptile room. I have pictures of both my cooler bins and my heated roach bin on a few roach threads...if you want to see them and can't find the pictures I can repost them.
Most roaches do not stink, and even though orange head roaches are reported to have a defensive smell...I don't notice it much. I would recommend orange heads over dubias. They breed faster and have more mass. You have to give the dragon less to fill them up.