Yes, that nostril has a wee small wound on it but is also shedding.....when the nostril sheds it has a small " ring-shaped" patch of skin that comes off. The small grey areas are generally little scars [ I know from raising my own babies ] that can come from a bite of a clutchmate and takes a few sheds to disappear or fade , although sometimes it doesn't completely disappear. He will probably be fine, but you can put the very tiniest dab of either Neosporin or raw honey on it [ from a health food store ] . The raw honey is a natural antimicrobial + is good on all wounds. But be sure to use just a dab, you don't want to cover both nostrils, just the one. Also if you use honey, be positive that there are no loose crickets after feeding him, they would go for the face , being attracted to the honey.
It's great that he's eating well, always a good sign especially for a new baby.
Make sure the bugs are no bigger than the space between his eyes or he could get impacted. Can you list the exact brand + type of lights you use to be sure his lethargy is not caused by improper lights ? Pet stores are notorious for selling wrong UVB bulbs.