First you start by building the trust of the cricket (this could take weeks), then offer a small chunk of the crickets favorite food (most seem to like greens, oranges etc.) Just be aware each cricket is very individual and some may never come around to hand feeding.....
.....JK
I don't hand feed my crickets but I do one of my chameleons (the other one is too shy). I simply offer the cricket (or any worm except super worms) between my thumb and index finger (some times twirling it can help peeking their interest in eating), for supers I use tongs because I hear they bite and they wiggle to much.