You need to give them vegetation - but not directly :)
They are carnivores - more precisely, insectivores - so will not (and should not) eat any plant matter of its own accord. However, but you need to "gut load" thetheir feeder insects you feed them for 24 hours before offering the insects to the geckos. Just feed the insects a huge pile of goodies - carrot, lettuce, spinach, orange slices, etc. Some people recommend dry cat food (with milk powder to give some extra protein) as a good food source.
Crickets in particular have very little nutritional value without this gut-loading - they are basically just a crunchy shell. In order to feed your lizards properly you need to feed their food. When you buy the insects from the pet store or mail order they won't have been fed particularly well beforehand and you really need to stuff them full of goodies to be certain that they are... stuffed full of goodies. Google "gut loading" to find out more information - there are numerous guides out there that should be able to help you, and lots of different people recommending lots of different foods.
Dusting the insects with multivitamin or calcium supplements is a separate (and recommended) way of increasing the nutrients that your geckos get, but it is NOT to replace gutloading - they are both separate and both necessary parts of your gecko's diet.