I've never had crickets bite my gecko, so I doubt that would be the problem unless you are feeding giant monster crickets. If you don't recall and injury, then it may very have been caused by a retained shed.
I have heard of betadine soaks for beardies, so I looked on a gecko forum and found this thread:
http://www.geckosunlimited.com/community/leopard-geckos-other-eublepharis/59723-wierd-open-wound-10-year-old-leopard-gecko-3.html
And this is a quote from the thread showing how to do the betadine soaks:
"Without a diagnosis, a good strategy is to keep the area as clean as possible and see if Guinness can heal on his own. You can do this using a very weak betadine solution (not betadine scrub). This is an inexpensive, iodine-based, anti-microbial solution that is available over-the-counter at most pharmacies in the U.S., and probably Canada too. Make a weak solution by adding a few drops to warm (not hot) tap water - your solution should be the color of a weak tea. Once daily put your gecko in a clean plastic container with a small amount of warm and fresh betadine solution to soak for 10 minutes. You may need to repeatedly and gently pour solution over the affected area using a syringe or turkey baster. Make sure he can/is keeping his head above the betadine, though it's okay if he gets small amounts in his mouth or eyes. Once finished, gently rinse off the betadine using warm tap water either directly from the faucet (if he tolerates it) or again in the
bath, doing your best to minimize his stress."
You can join that forum, post pics of the injury and ask advice and hopefully someone can come on there and guide you.
BUT you need to set up a moist/humid hide on the hot side of the tank to give your gecko a place to go when he needs to shed. I re-moisten my hide every 2 days and my gecko loves it. I am at work and can't do this until much later tonight, but I will come back on here and post a pic of my homemade moist hide. You will need some vermiculite to put in there.