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Crickets are more natural because they are an insect and provide natural protein, just like dry mealworms, although some mice may not like them so I suppose you could pop one in the food dish and see if it vanishes!
The Antos(?) crocodile chews I`ve heard of but in all honesty, they are not something I would feed to mice or to hamsters/gerbils. If they are vegetable based then yes, they are probably okay as a cage chew.They are probably safe enough ingredients-wise but maybe someone else can answer this for you as they are not something I use. x