Jmoo, precaution is not unwarranted. If you want to apply a little bit of antibiotic ointment like neosporin on it you can. Otherwise just keep an eye on it.
Usually crickets are to afraid to nibble on awake dragons. If you aren't you can feed you crickets some of the veggies you use for your dragon to fill them up and make them more nutritious.
Lycia, you can use a toilet paper tube to collect crickets for feeding. They will crawl up into it and you can tap them into your dusting container. If you use a cup for dusting you can tip the crickets out one at a time so too many can't run away.