This is a common hobby understanding of best practices, but it doesn't align with research based recommendations.
Dusting every prey item every time, besides being consistent with manufacturer's recommendations (example) is supported by animal nutritionist recommendations, which focus not on the overall calcium intake but on the ratio of calcium to phosphorus in prey items, which is incredibly poor in commercial (i.e. non-wild collected) insects (the best publicly accessible explanation of this is here; though while the main physiology mechanisms hold for all vertebrate animals, this article is directed at herbivores. Chapter 27 of Mader's Reptile and Amphibian Medicine and Surgery 3rd ed is a great resource here if a person can get hold of it). Though keepers worry about overdosing calcium, excess dietary phosphorus is just as likely to be problematic as excess calcium. Further, the level of Vitamin A, D and E in supplements is calibrated to dietary intake on the assumption that all prey is being dusted. A lack of dietary Vitamin A is a common suspected cause of reproductive problems in insectivores.
As to "gutloading", most commercial gutload products don't actually work as advertised (source), and providing fresh fruits and vegetables works against raising calcium content through gutloading (source). The Vitamin A that is in such short supply in commercial insects is found in fresh veggies in a form (carotenoids) isn't converted to Vitamin A by many insectivores, so that supposed benefit of "gutloading" (which as practiced nowadays is not actually gutloading but simply feeding one's feeders so they don't die -- recommended in any case) simply doesn't occur.
Feeding prey insects a healthy diet for their needs, and using a quality complete supplement -- Repashy Calcium Plus or Supervite are the only supplements that hit all the bases of calcium/phosphorus content and preformed (retinol) Vitamin A -- on every prey item, is the regimen most supported by evidence.