Im not totally convinced it was a burn. I dont see any singed flesh, or anything like that. It appears to be like carlton said, an abscess that has now burst.
If he got a scratch there, or even it was a small burn, an infection set in and esentially ate the flesh away, leaving the hole.
i concur with putting some neosporin on it until you get to the vet, and keeping the crickets away from it.
Crickets just LOVE to eat things like that, saw a forum member who had half of her pygmy chams eye and face eaten away by the crickets, not a pretty sight.
your cham will def need antibiotics, whether oral or topical i dont know, maybe both and maybe some other meds.
Fortunately, ti does not appear that it is too severe to save him, so long as he was healthy before it occured, and the infection hasnt taken over his body.
Good luck with the vet and keep us updated!