They are not that hard at all. The first 3 to 4 weeks we keep them on paper towel and afterwards they go on normal sand.
I just feed the the smallest crickets, but they hardly eat the first week.
Make sure they have an hiding place and don't put them in a large container, I use an empty cricket box. This I put about a quarter on a heating mat with a thermostat and set it to 30 degrees.