If you keep the crickets from your local store in a warm place (90F) and feed them high quality food for 24 hours, they will be fine to feed. They should clear their systems and be full of nutrition for your dragon by then. Better to keep feeders in a young dragons diet if at all possible. Pelleted food probably wouldn't be eaten willingly anyway.
No if the crickets have pin worms 24 hours will NoT get rid of them. Zoo med pellets are really good for your dragon. My vet is also a breeder and that is what he feeds his also.