A heat lamp would work, but the problem with them is they do tend to dry out the environment inside the tote much faster and it makes it tough to keep a decent amount of humidity. Heating from underneath with a heating pad (either a human one or one of those more expensive reptile ones) works better than the heat lamp, though either will work.
As far as babies, you really don't need to seperate them out unless you just need a certain size. Check out the care information on
http://TheRoachGuy.com and there is that bucket sorting method a lot of people use to sort out specific sizes. No need to seperate babies from adults though, they are not cannabalistic like crickets and you can keep all ages together at all times. Dubias are more of a climber and if they sense what they think is an escape route on the ground, they would pursure that before climbing up into the eggcrates.