I had some extra wood laying around so I built a cricket cage with a screened bottom to help with the smell and I am planning on keeping it outside. My questions is how cold is too cold? I live in Tampa.
It's too cold right now.... I live across the bay from you. Can you shelter them somehow and use a heat source to keep them above 65º or 70ºF ? They don't tolerate cold very well at all. Maybe you can experiment by leaving a handful outside tonight and tomorrow night.
Are you elevating the cage? Are you doing the sides in wood also? You might want to use a 3 or 4 coats of polyurethane on the sides, sanding in between coats to make it smooth and limit climbing. Remember you have to use metal screen too, they will chew thru fiberglass screen. I would do the top in screen too for ventilation. When it gets cold you can cover it with a blanket and put the heat bulb under the bottom. If it gets really cold you may have to bring it in on occasion. Have you worked with wood before?