I hand feed my dubias. I've tried free range with them but they tend to migrate to the bottom of the cage and hide under paper towels or the plant pot. If hand feeding is not an option I would give free ranging a shot and see how he takes to it. Otherwise feeder cups seem to be common practice.
If you free range do one at a time, if he doesn't go for it that's more work for you trying to collect them up lol.
I hand feed them also. Like Craig 94089 said, if free range fed, they hide under stuff and if cup fed, they don't move around enough to get my guys attention....