Romaine isn't much better than iceberg lettace. Though it does have more nutritients, it still isn't good to feed alone. Collard greens, dandelion greens, turnup greens, endive, escaroli and other similar greens are much better to serve. Below (as mentioned by several other posters) is a link to a great list on what vegetables are good for bearded dragons and how frequently/ how much, to feed them.
www.beautifuldragons.com
Adult dragons only need about 10% of their daily intake of food to be insects. A couple insects a day, or a feeding 2-3 times a week is all the insects they will need. Instead of crickets,its better to feed specially prepared pellets for bearded dragons, these usually do have insect/animal protein and can be added to salads as a sort of topping. Other insects you can use instead of crickets are: silkworms, butterworms, hornworms, superworms, several species of roaches and there are these new insects that seem to be good for bearded dragons, called pheonix worms.
Offering a variety of insects is just as good for your dragon's health as a variety of greens. Pretty much all the insects mentioned above can be kept very easily and easily fed (except butterworms, these insects can be refrigerated and due to being irradiated, cannot be bred in North America. From what I have learned, these worms are from Chile and the only way to import them was having some guarentee they cannot escape and wreck havoc, hence why they are irradiated. THis prevents them from leaving the larvae stage)
Superworms can be kept in a small container (or large, depending on the amount you are keeping. A 100 can easily be kept in a small kritter keeper container) in a bedding of pine shavings, oatmeal/rolled oaks and fed the same greens you feed your dragon. Just lay a couple leaves ontop of the bedding a couple times a week or whenever you notice the leaf is gone. THe worms will come out and eat the leaves. They will alsoget their moisture from the greens. They can be stored at room temperature (do not refrigerate superworms, it will kill them). They have little to no smell and don't make any noise. When the bedding gets old, they can start to smell but when that happens, just pick out or sift out all the remaining worms, put them into a new container with fresh bedding and toss out the old. They are pretty easy to breed as well, but I don't know the method too well. However the feeder forum here on kingsnake has alot of posts about breeding superworms.
Silkworms are also easy to keep (and very easy to raise). Mail order online is the best way to get silkworms, as petstores charge way to much for them. You can get a 100 silkworms for under $20 from most online sites. As you don't need to feed more than a couple large silkworms (1-3 a day at most, or 3-6 worms 2-3 days a week) a 100 goes a long way with one bearded dragon. Silkworms can only be fed 2 items, fresh mulberry leaves or silkworm chow. For the most part, silkworm chow is the best way to feed silkworms, unless you have access to several healthy mulberry trees year around.
To breed silkworms, just let 20-50 silkworms grow up and coccoon. After about 20-30 days in the coccoon, silkworm moths will emerge and look for a mate. You don't need to worry about sexing the moths, once one of each sex are close together they will find eachother and proceed to mate. Once you have a mating pair, place both into a paperbag (the small sandwich size paperbags work great) Or, just put them into a small container lined with wax paper. Within a day the male should separate from the female and can be introduced to other females. The female will lay her eggs. Once she is done laying eggs, you can feed her to your bearded dragon as a treat. Leave the eggs out at room temperature till they turn dark (purplish). White eggs are unfertile if they don't change in a couple days. Put the eggs into a sealed container and place in the fridge (for the paper bags,just cut around the eggs and leave on the bag). Excess paper or wax paper can be cut away to save space. Eggs that happen to fall off can just be poured loose into the container. I find it's best to refrigerate for about 2-4 months at least before taking them out to start hatching. Unneeded eggs can remain in the fridge for about a year before they start to fail.
Eggs hatch in about 10 days, depending on room temperature. Once you see the little black worms out of the egg, start feeding them thin strips of silkworm chow (or mulberry leaves if you have access to them. Note silkworms don't switch to well back to silkworm chow, once they are fed mulberry leaves, though the opposite isn't true). You can use a cheeze shredder to cut the silkworm chow.
The only real secret to raise silkworms properly is keeping them as sterile as possible. Throw away old poop, make sure it doesn't get too humid in the room with the silkworms (60% is a good humidity level to keep them at. I am not sure if too low humidity will present any problems). As the silkworms get bigger and can be more easily moved, moved them to a clean container, with egg crating. This makes it easier to claen the 'nursery' without squishing the tiny silkworms. Once they are on teh egg crate, it is much easier to dump poo out, uneaten food, shed skins etc.
More information about raising feeder insects can be found in the feeder forum.
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PHLdyPayne