i fed my aro only protein diet (worms/shrimps) for about 3 months now, mostly because it NEVER ate pellets. i thought of stuffing pellets into the shrimps it ate, however juvenile aros have small mouths and mine couldn't eat the whole thing. So i waited for it to grow a bit, after which i stuffed pellets into the shrimp and it ate the whole thing. My aro, eating only shrimps, worms and krills, went from 4 to 9 in 3 months without any health issues. I recently started feeding it pellets using the trick i mentioned.
If your pellets are small enough, then i suggest stuffing one or two in each cricket you feed, only if the aro can eat it. Otherwise you don't have to worry about your aro not eating pellets for 1 to 2 months. Wait until it grows a bit, then feed using this trick.