citrus fruits are not good for dragons ....if the piece was small it shouldn't be a problem. The main issue is citrus fruit is very high in Vit. A (Or C, though this flushes out so isn't much a concern) which isn't good for dragons to get too much of.
It is better to remove all the crickets from the cage instead of trying to feed them. If you have to feed the crickets in the bearded dragon cage, just use the same greens you feed the dragon. A very shadow water dish with water is fine too. Actually a deeper water dish works good as the crickets end up drowning in it and thus, no longer a worry.
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PHLdyPayne