Although a fine source of calcium, a cuttlebone would present you with some work.
In order to administer the calcium you would need to grind it into a very fine powder and dust your insects with it.
Most of us use a calcium supplement like Repcal because this has already been done for us. Repcal is finely ground oyster shell.
Additionally, dark leafy greens are a great source of calcium but only if you are keeping a species that will eat them (I don't believe you are).