Personally I don't recommend mealworms for any dragon under 6 months of age. Even then, I wouldn't feed too many mealworms or too frequently. However a variety of insects is just as important as a variety of greens. Small newly molted superworms are a better option than mealworms but typically very young dragons are still too small for even small superworms.
Other good insects to offer, are small silkworms (for young dragons, bigger silks are fine for adults). Butterworms are good too but may be too big for a small dragon right now. Various species of roachs are great as well, but stick with softer shelled roaches or baby roaches of the appropriate size (ie space between the eyes). Waxworms are good as a treat but should be giving sparingly, as they are high in fat and often can turn dragons away from any other insect food. They are like candy to reptiles.
Silkworms can be ordered online as well, typically with several sizes available, small, medium, or large. Buy the small size, and a pound or more of dry silkworm chow (unless you have access to a good amount of mulberry trees. They will eat the leaves no problem, just make sure the leaves are clean of any insecticides). Silkworms are easy to keep, don't need alot of space, just keep them clean and feed 1-2 times a day with the silkworm chow (it cooks up easily in the microwave, directions can be found at www.mulberryfarms.com ). Even if your dragon doesn't eat all the silkworms before they get too big, you can let them coccoon, and when teh moths come out, place them in brown bags (brown lunch bags works best) in mating pairs, and after eggs are laid, take the males out, feed the female moths to your dragon if big enough, or other insect eaters in your pet collection, or just flush them in the toilet. Let the eggs sit around at room temperature till they turn purple, then refrigerate for about 2-4 months. Take the eggs out and within about 10 days at room temperature (time will vary depending on your normal room temperature) they should start hatching. Feed chow till they are to the size you need.
Make sure your dragon is getting plenty of fluid too, either by giving regular soaks in luke warm water, or daily mistings of the dragon. Some dragons will drink from water dishes but many do not. Make sure you are dusting insects once daily for dragons under the age of 6-8 months with a good calcium with d3 product and a multivitamine. Dragons under 6 months usually benefit with every insect feeding being dusted.
For crickets, depending on how many you are going to be ordering at a time, a small, medium or large rubbermade tub works. Of course you want larger accommodations if you are ordering crickets in lots of 500-1000 or more. Best thing to feed the crickets is the exact same greens you feed your dragon (collards, dandelion greens, mustard greens, etc) with a slice of potato, carrot or orange as a water source. Change food every day to prevent from molding. THe mold can kill off your crickets. Fish flakes, crushed low fat cat food, skim milk powder or bearded dragon pellets can also be given as a dry feed in addition to fresh greens as well. To the dry portion you can add a pinch of multivitamin powder to help balance out the cricket's diets. Make sure your crickets have a chance to eat and rehydrate at least 24 hours after you buy them before feeding them to your dragon. Many times, especially with petstore bought crickets, they are not fed at all or fed pourly, so they wind up being little more than empty shells.
A good list of what foods are best to feed to your bearded dragons, how often and how much, can be found in the nutrition chart at www.beautifuldragons.com
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PHLdyPayne