I usually get the cage nice and wet before I get him out of the box so he can drink the droplets if he seems really stressed out from the whole ordeal without me immediately scaring him with mist as well. But if they seem to be doing ok then I will mist them a little as well and throw in a couple crickets. I don't like to put in too many because if he doesn't want to eat them I don't want to have to fish them out, so I put a test couple and add more later in the day if they seem to be gone. This is what I do, anyway.
Congrats on the future arrival! It's nerve wrecking to wait for them.