Yes. Cricket leg preps do not last as long, and only the two rear legs may be used (four or six legs are useable per cockroach). Cockroach legs are more robust, but Crickets may be easier to obtain.
The Ventral Nerve Cord (VNC) Experiment is much more difficult to perform with crickets. Crickets are more fragile, but if the crickets are large enough, recordings from the VNC are possible.