If you make it properly (i.e. deep enough, and with enough space between the outer edges and the screen mesh), the crickets won't be able to escape.
They'll stay in the feeder cup and climb up the screen at the back, where they will make easy targets for your cham.
Every now and then there might be a cricket who will make a big jump out of the cup, but that happens very rarely. The thing about crickets is that they don't really jump unless they are threatened and are trying to escape. Once you've initially dumped them into the feeder cup, they'll settle down and stop jumping around. And by crawling alone, they won't be able to get out of the plastic container.
I use the same feeder cup for my roaches too. But for superworms and mealworms I use a much shallower container without mesh at the back.
I place silkworms directly onto branches or onto the screen of the cage.