yeah it does get quite expensive
mine is eating an average of 75 a day, 5 days a week and on the weekends he gets locusts instead.
Luckily he has started shedding today, so he's only eaten 50 (the little fatty), although he did decide today that my finger looked tasty and gave me a little nip for my trouble.
Best thing i can suggest is to start a roach colony going now and in a month or so, you should have a nice cheap food source.
I've set up my colony but am still buying seperate roaches for the fatty to feast on. My colony has gone from about 400 to around 1000 in 2 weeks. So hopefully in a few weeks i'll have enough to start feeding them off.