Sometime ago I modified a plastic storage box for keeping crickets. I cut a large hole in the lid of the box, and glued a metal wire mesh on the inside of the lid, to cover the hole using a glue gun. Metal wire mesh, since if a plastic wire mesh is used the crickets will chew through it in no time.
Inside the box is a piece of a carton egg tray so the crickets have a place to hide, a bottle cap with some water, a bottle cap with some food, and a small plastic box with wet soil for laying eggs.
Besides vegetables I also feed them sweetened puffed wheat cereal, which the crickets seem to like a lot.
It's important to keep the soil for laying eggs quite moist since otherwise the eggs might dry out. I spray the soil once every two days.
After about a week I will remove the plastic box (actually a Ferrero Rocher chocolate box), and replace it with another one. The lid of the small box has many small holes, made with a hot needle. I put this box on my computer to add some extra heat and after about a week or two small crickets appear, which I move to a separate big box.