Caterpillars (larvae of butterflies and moths) do not live in crickets. However, there are some flies and wasps which lay their eggs inside of crickets. The larvae develop inside and eat the cricket from the inside out. read more
Caterpillars / ˈ k æ t ər ˌ p ɪ l ər / are the larval stage of members of the order Lepidoptera (the insect order comprising butterflies and moths). As with most common names, the application of the word is arbitrary and the larvae of sawflies commonly are called caterpillars as well. Both lepidopteran and symphytan larvae have eruciform body shapes. read more
These hairy aliens turn into little black flying beetles, they both are handy at removing flesh from dead critters, I really do not think they could be found in cereal, maybe something similar. I routinely get them with my crickets as well as brown recluse spiders of which I killed one in todays cricket order. read more