My pygmies are fed every other day. With two in the enclosure they get between 10 - 20, depending on the size of the crickets and how much they've been eating. When I first got them I fed them everyday, but found "leftovers". Sometimes they get fruit flies on their "non food day" as a treat. It's only in the last month or two they've been eating them, as they weren't interested when I first got them.
The little crickets are easy to deal with. I get 1000 week old crix at a time, and keep them in a large bucket with the top cut out and screened. I don't get many die offs, but I find they will drown even in "cricket water". I use one of the moist gutloads.