It is more natural for them to tub feed, but with certain bugs, it's easier to tub feed. Like crickets, you don't want any in the cage at night (loose) because they may chew on the animal. By tub feeding, you can take any of the leftover crickets out easily. Tub feeding is much better than cup feeding since they can still hunt.
I use larger tubs in my free ranges and I see the animals crawl around on the branches and run every which way to hunt the bugs down.