Crested gecko: Gut load mealworms, calcium dust, or crickets?

It is always recommended to gut load all prey to maximize nutritional value. Crickets, mealworms and other prey typically arrive from suppliers with a piece of fruit or gel for moisture and cardboard or simple oats for food. When you get them home, offer a high quality baby cereal mix, tropical fish flakes and fresh greens and veggies. The nutrition they receive will then be passed on to Rio.
Crickets are more nutritious than mealworms, especially adequately gut loaded crickets. Less chitin as well unless they are freshly molted mealworms.
If you feed a diet such as Repashy, Rio shouldn't need additional calcium unless he has a deficiency. This would need to be diagnosed by your herp veterinarian. Since you feed other foods as well, he may not be getting enough calcium, so dusting any live prey would be recommended.