Like I said, I personally wouldn't do it...I fed a roach to pair of amyae I had, and think they the died because the roach was to big, and they pretty much just swallowed it whole. Now, maybe the acids would have killed it...but when I took each of them out, they both had a like pool of blood I think I was told in the stomach, where you could see through it...
Its your geckos, not mine...just saying, drive to your local pet shop and spend $1 ;-)
If you want t o try it, go ahead! I am sure they can digest it, you have to remember what they would eat in the wild again...its not the most perfect condition like we keep them in our care 8)