You do not need to dust the phoenix worms and you don't need to feed them anything. They are packaged in a cup with some substrate stuff in it that allows them to be pretty much self sustaining. If kept in that cup most of them will dry up and die before they turn into flies (if not feed off in time). Worms that are darker in color are approaching pupation and should be fed off before those that aren't as dark.

Cresteds can handle winter temps down to about 65 degrees (some people let them go to 60 degrees but I personally don't prefer this as their metabolism slows way down with such low temps). If you do add supplemental heating it should be carefully controlled so that it doesn't get too hot and should only be in the form of a basking area so that the geckos can cool off as needed. You can use a uth or flexwatt mounted to the side or back of your cage instead of the bottom or an overhead heating element. You might need to add a humid hide for the winter months in addition to misting more than usual in order to facilitate proper humidity levels.