Crickets can live for MONTHS man on seemingly nothing. When I had salamanders I was listening to a constant sound of creekeet creekeet creekeet all night long for months and months after I stopped buying crickets. My suggestion is take a kleenex (that way you don't have to see it), grab him with that and toss the whole wad outside (you can retrieve the kleenex later).
Welcome to Canreef BTW
Looks like a decent enough start to things. You have some wicked fun ahead of you, enjoy the ride!
As far as painting the tank, I have, but a couple alternatives to consider:
1) get some of that plastic cardboard (you can get it at Home Depot/Rona/etc. in the lighting baffles section - not the lighting section itself but the spot where you find the acrylic lenses for fluorescent fixtures), and paint that instead and attach it with velcro strips. This way you can remove it if need be which can be useful if you need to see in from the back for whatever reason.
2) I think Ocean City sells this kind of plastic sheeting that sticks on sort of like window tinting. This is about as permanent as paint but at least is far less messy to apply.
3) Or just say to heck with it and paint it. Get some Krylon Fusion brand spray paint (can get it at Canuck Tire), this is a known safe/inert when dry paint, tape up the tank, lay out the newspaper over everything you don't want spray paint on and go for it.
4) Or construction paper, I used black construction paper on my FW tank. 4 years in and it's holding but I suspect on a reef tank it will be less resilient in the long run.
5) Or you could get a picture based background but I think these are kinda hokey.
Go with a solid colour. Blue to remind you of the ocean deep .. or black. Black brings out colour contrasts like crazy.