Can I make bread/pizza dough with only cricket flour and no wheat flour
I think you will be disappointed.

While a fantastic protein source, cricket flour does not contain the gluten proteins that make bread what it is. Therefore, bread made with cricket flour must get its structure somewhere else. The majority of recipes I can find are quickbreads which get their structure from added eggs blown up with baking soda. Dense and tender, not light and chewy.

Some recipes for things like cookie dough or standard bread use cricket flour as a protein enhancer but not a complete substitute for wheat flour.

If you are determined to make bread dough without wheat gluten then you will have to employ tricks from standard gluten-free recipes. Making your "bread" more like a cracker or adding gums of various types. Keep in mind that no gluten-free bread will come close to real bread and especially high protein pizza dough. They just can't get the light, crispy, chewy texture.