Dubias are fantastic feeders! Not nearly as creepy as typical roaches, if anything they remind me a little of oversized potato bugs or woodlice. My gecko has trouble hunting and these have been
much easier for him to catch compared to crickets, though this is partly because of how I feed him.
If you just want to keep them alive and order more as needed then throw them into a plastic shoe box with a vent in the top. Keep them at about 80 degrees, if your house is below 74 heat them using a small heat mat (I recommend a seedling heater like Ohuhu, it's about $11 and doesn't get as hot as an unregulated Zoomed would) or use a ceramic heat bulb. They're pretty temperature sturdy so don't worry too much about it.
Throw some semi-flattened toilet paper rolls or stacked egg crate in for shelter and add a plastic lid with gutload on the cooler side of the box and you're set! They'll appreciate a light misting from time to time.
They take about six months to grow to adulthood. If you get a small batch of medium sized dubias (maybe 1/2 an inch? You want them to be about the width between your geckos eyes) and a large batch of small nymphs you can feed off the medium roaches for a couple months while the babies grow to size. By raising the nymphs you'll get a chance to see what size your gecko is most comfortable with.
I've noticed dubias can push the 'between the eyes rule' a little, they tend to squish and while not advisable my gecko can even eat a
freshly molted adult male dubia, but he's a large male.
Dubia roaches have a habit of hunkering down when threatened and can outrun your gecko so I've found the best method of feeding is to place them one at a time on their back in front of my gecko. They start kicking and attract the geckos attention and once he sees them he'll hunt them down even if they right themselves. They've been much easier for him to catch and he comes up to the glass and begs now that he associates my hand with food. Pick freshly molted dubias whenever possible.
They can't can't climb walls so a good slick bowl will hold them but the may not move around enough unless your gecko sees you drop them in. Don't worry if they roam around the tank, they are not as bothersome as crickets, don't bite, and will typically just hide behind decor until you or your gecko catch them. They will eat poo though, which isn't horribly healthy should your gecko eat it right after, so if they do get loose in the tank leave them a carrot to eat.
Ordering dubias gets expensive so it might be worth keeping a small colony. Care is basically the same just scaled up in size and heat becomes very important. If you do I've had luck placing 50 adults and 150-200 nymphs (nymphs were $22 on Amazon) in a plastic tote with a heater underneath (they won't breed without the heat, 78-87 seems good), adding layers of paper rolls, one leaf of kale every other day or a handful of carrot, giving them light misting daily, a small container of moist soil/coco fiber for the females to give birth in and to aid shedding, and I also removed the extra males to keep a 3 F to 1 M ratio. They're extremely social and do well crowded together but there should be a little space for them to separate for shedding to avoid stress, the dirt tub is good for that.
One year later and there are well over 400 roaches in there! Too many, actually.. Dubias live for years so have a plan for the excess adults, either give them to friends or offer them on Craigslist and someone will usually snatch them up.
They eat almost anything but for your geckos sake feeding them a mix of organic greens with the occasional fruit, especially oranges (fruit makes them poop so give them a wet paper towel for them to drink from) and sometimes carrots is good.
Superworms are a little better than mealworms, they get nice and big, and they don't pupate if kept together.
Hornworms and silkworms are supposed to be
fantastic, easy to eat, healthy, but they grow fast.