i feed both crickets and mealworms to my leos and i dust pretty much every time i feed. i also provide a shallow dish of calcium that they can eat from as they feel necessary.
how often they shed depends on how old the gecko is--the younger the more often they shed because they are still growing.
You may never see them shed either, as geckos pull off the shed and eat it.
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Usually you will still know when they shed though, because they still get that cloudy pale look to them before sheddin but instead of comming in to find a shed laying there, you just find a nice bright leo that's not all ghostly looking anymore. Also, after a shed, check the ends of the toes for stuck shed. It gets caught there alot.