The Sun came up with this headline when it was revealed that energy companies in the UK  have been lying about the huge profits they make.  A government investigation is underway into the tariffs that energy suppliers charge British consumers.  

The phrase, "Now You're Cooking With Gas" was supposedly first used as part of an ad campaign in the US from the era when gas stoves first started replacing wood stoves for cooking in the home. It is now used to indicate you are making good progress in a task.

For example: I am running two English sessions a day again, I'm really cooking with gas.

The Sun replaced "Cooking" with "Crooking". A crook is a criminal.