Breeding dubias is very easy. Make sure the tub you get is a solid plastic color so that light doesn't come through. You don't need a substrate at all, just the egg crates.

As for gut loading, carrots and Cheerios are what I used. I also used dog food for a while too. Grind it up to a fine powder and leave the carrot in little chunks and you're good to go. Oranges are great too. I had a population boom after feeding oranges a couple times, so I'd say only feed oranges if you need babies.

Dubias don't have a smell to them. Any smell will come from neglegted food items that will rot. Use water crystals for your water source so the roaches don't drown.

You can feed a couple every few days, and if the geckos are getting sufficient nutrients elsewhere you don't really need to dust them. I did for my frilled dragon and he did well. They're outer shell isn't as hard as a meal worm so it is easier to digest.

You probably could chop up the adults for food, I have never tried it, I don't know if it will work.