You get used to having insects at home. Just make sure you use insects which can't reproduce at room temperature. There are types of crickets which need a higher than room temperature to breed. Same goes for grasshoppers.
At least leopard geckos love mealworms, but they're too fatty to be fed exclusively. And the geckos can't hunt them. That's the good thing about feeding crickets: You just throw a bunch of them into the terrarium, and the geckos will be busy for days.
In addition to leopard geckos (eublepharis macularis) we also have many crested geckos (rhacodactylus ciliatus), two rhacodactylus leachianus, and one very old phelsuma standingi. My mother is in a local organisation for reptiles, and thus has taken up a few geckos which have been brought in by shelters which didn't know how to care for them. The poor phelsuma is one of them. She's already several years above her life expectancy, and lived alone in a small terrarium. Now that she is in a larger terrarium she still doesn't leave an area roughly the size of her old one…