I don't know how old your Dragon is. But, if it's small (like under a year old) it really needs live food on a daily basis for proper growth.
Chicken, meat, fish etc. have too much protein for the Dragons system to handle and will be damaging. I too have seen crickets in a can and you could try that. I've heard that setting up a Roach colony is not difficult but have never done it my self.
Well, Crickets are always readily available on the internet. I use Southern Cricket Wholesale. www.southerncricket.com and they have excellent service. Crickets are $10.00 per 1,000 there. Buying this way is very economical. Yes, sometimes the crickets smell, but having happy health Dragons is more important to me. I keep their tank as clean as possible and they really don't smell much. I live in New Jersey and have to store mine inside.
I also keep silkworms. More as treat than food staple though. I find the suppliers not as reliable and silkworms can be somewhat fragile. I have had large die-offs a few times.
Phoenix worms are a very easy odor free insect also. You don't have to feed them and you just store them at room temperature. I've gone away from them though. Often they come out like they went in leaving me to believe that my Dragons cannot digest them properly.
Mealworms and superworms are not suitable for young dragons. Their hard shell can cause impaction.
Waxworms are a great treat but they are high in fat.