Okay here's my issue with assuming insects are well gut-loaded from the reptile shop:
Most of these retailers sell gut-load products which I find primarily to be of inferior quality (cricket bites, all in one food/water cubes, flukers cricket food etc.) This is what they gut-load their crickets with...if they gut-load them at all.
You need to provide the crickets at home with a diet that will make them as nutritious as possible for your cham whether or not they were fed anything at the retailer.
A dry grain based gut-load that you either make yourself or purchase per recommendation online plus collard, kale or chard (high calcium greens), carrot peels, apple peels or pieces, squash, sweet potato, pumpkin, etc.
Often times a handful of produce "scraps" that would go in the garbage or compost heap is perfect for your crickets or roaches. In other words, if you eat well....your bugs should too!
Steer clear of offering brocolli, spinich and tomato as toxicity levels are high enough to warrant leaving them out of the mix.
-Brad