I used to keep Pickerels, as well as Leopard frogs. The small ones will eat small crix, as you already found out.
Size-appropriate earthworms are great; they slurp them up like spaghetti!
I see you are in MA. I would think that room temperature would be fine for now. If it is similar to what we have going on here in western NY (native pickerel habitat.) In cooler weather I would probably add some heating element unless your house is kept above 70 degrees.
I know that picks seem pretty rare out here. Leopard frogs are common, green frogs moreso. Were yours wild-caught or from a store? They are cool frogs