Impaction is a big problem with these guys so loose substrates are not recommended. I keep mine on newspaper with moist hides containing sphagnum moss.
Mine primarily eat dubia that have been dusted with Ca powder. I don't raise them, just by 50 periodically and keep fresh fruit/veggies in front of the roaches. When I run out of roaches I get more.
Some people feed crickets but I don't like them - they are noisy, escape easily, and eat gecko toes. Dubia are easy to contain in a dish with smooth vertical walls since they can't jump and don't climb smooth surfaces easily.