I heard rubbing a bit of olive oil on the inside of the cup prevents them from being able to climb properly. I have not tried it myself (the cats deal with any escaped bugs) but it could work!
::EDIT::
You could also put a piece of fruit where you are feeding them off. They'll usually stick around and eat instead of running away!
I use a tight sealed tote with screen hot glued to the top and on sides. I only use that container for my babies. To get the flies into the dusting cup I just hit the cup gently down on my hand a couple times before I open it then tap them into my dusting cup. You could also try putting them in the fridge for a minute to slow them down, that's what I do for my blue bottle flies. Hope that helps.
Thanks guys!! It's the first time I'm trying to use them and they are fast little buggers. Putting them in the fridge and using olive oil worked great.
Thanks again for the great advise
I just put a very small cup with bug burger gel next to the cham cage. Alot of the escapees tend to find the cup and hang out in there. Then I capture them and re-feed them.
The rest end up somewhere in my house, but as long as I keep the house clean, they don't cause an issue and die soon.