phoenix worms are great and super nutritious. i don't think you need to dust them at all (i don 't). they can replace crickets altogether or you can still give crickets occasionally for variety. variety is always a good thing, so you may still want to just give a few here and there.

it also partially depends on how well your leo likes the phoenix worms--if he takes right to them and gobbles them up then you obviously don't need to give crickets too often unless you want to.