I have a colony for my Beardie, too. I feed them cheap cat food and they seem to do very well. I use a coffee grinder to pulverize the cat food. In addition, I will cut an apple in quarters and throw it in every once in a while. They go crazy over fruit. My colony is around 8-9 months old and grows so fast, I give them away to friends.

Mine are in a large tub with a screen top. I use a heat bulb draped over the top lip to keep the temps near 90 degrees. These things have very little smell and are very easy to keep. I will never keep crickets again - especially after the great cricket escape of 2007 in my living room.

There is a good FAQ at the place where I bought my original colony: http://www.blapticadubia.com/dubiainfo.html. I do mine a little differently by setting my roach crates vertical instead of horizontal. That lets all of the dirt and junk fall to the bottom of the tub. It is much easier to clean that way.