the only problem I can possibly think of is that if you are using a standard household sponge, most have anti-microbial/anti-bacterial properties to them and state on their packaging not safe for aquarium use. From there, if the sponge is allowed to mold it may cause toxins to build up in the cricket. This happened to a now retired leopard gecko breeder, where she bought crickets from a well-known, large cricket farm that used chicken mash as a substrate. The chicken mash had molded, crickets ingested it, the toxins from the mold sequestered within the cricket, geckos ate crickets, geckos died.
I'd provide fruits or veggies for a water source, or even invest into an insect diet like Repashy's Bug Burger which is designed to hydrate and feed your insects.