Dave,
First I want to tell you that I commemorate you for wanting to know as much as you can about your cham.
You can white dust, but if you do, do it in moderation. Most of the time I dust about three crickets out of the ten I feed him, and you must make sure it's a dust with calcium WITHOUT D3. D3 should only be administered about 1-2 times a month.
My husband accidentally white dusted several of my crickets, and when it happened I held off dusting for several days. The best way to dust is grab a pinch, then rub your fingers together for about two seconds to release -some- and then sprinkle it on the crix you are feeding him. I know this sounds a little OCD, but it works.
If I offer ten crickets, then I dust about four of them. On the 30th of every month I use dust with d3. Make sure you are either gutloading crix with essential vitamins or are using a vitamin supplement every so often. A good way to gutload is feed crickets carrots about 24 hours before feeding them. Beta k is a good way of Vitamin A ingestion without the worry of toxicity in high amounts.
Since you've only had your cham for two weeks I might assume this was related to the petstore, but there is a chance it was because you were dusting them white. Hold on on the dusting for several days and then continue with the advice given by the people here. Your cham's conditions should improve.
Unless this was a shed, of course.