Any chance you can provide pics of your feeding cup? I made one kind of similar but I can't house things such as crickets in it. Instead, I put a small container on the bottom of the cage and let a stick go about half way down into it. That does the trick for crickets and I use the "dixi cup" method for the worms.

Hopefully I'll be switching to roaches soon and I'd like to ditch that tank and go right to the cup. I think my veiled prefers the cup because he's pretty much stopped eating the crickets. He likes mealworms and supers.

He won't eat them if they are dusted though, have any advice there? I think it has something to do with the inside of the cup being white and the worm being white because of the dust. I have tried just sprinklink the dust on the bottom of the cup and when they crawl through it, they pick it up. But I have found that I need to clean the cup out every day because of all the misting. The dust gets nasty.