Things to consider, too much calcium not good. Not enough not good. Answers alot right
Serious though, I have not used phoenix worms at all, and you probably don't want to use wax worms much at all really they are crazy high in fat.
If your not going to dust with a calcium powder keep a close eye on the dragon, once major sign of not enough calcium will be twitches. More noticeable in the rear legs. I will show up almost like you look when you get out of the pool on a cold day and have the occasional shivers.
Also if not using calcium powder still dust with a multivitamin.
You might also want to look into roaches for them. I too didn't like using crickets and since I switched I've not looked back.