the beauty of crickets is the ease with which you can gutload them, the ease of dusting, and the reasonable protein/fat balance.
perhaps if you just weekly buy just one or two crickets at a time (cut off wings of males so they are silent), gutload for a couple hours then feed off (watching to ensure they are immediately eaten), your roommate will never know.
Silkworms are the best larva for gutloading, as they will eat a variety of good gutload items.
consider also captive bred terrestrial isopods (high calcium, gutloadable, low "ick" factor, silent), indian walking sticks, captive bred land snails, ...
a diet made up largely of larva is not a healthy natural diet.