I would anole proof your cage as any wild animal can carry parasites and contaminants. You don't know what that anole has been eating or where it was before it became dragon food. It may have ran through a field sprayed with insecticides (or eaten insects that just did), or other poisons. If your dragon eats one of these contaminated anoles, then it would also suffer from the poison.
Anoles are not a recommended food for bearded dragons, even pinky mice are not recommended as a frequent food. Most adult dragons are only fed pinky mice when they need fattening up after having clutches or recovering from illness.
With your dragon currently showing no ill effects from his free meal, I wouldn't worry about the anoles he has already eaten. Just keep an eye on things to make sure there are no problems in a few days. No need to wait till something bad happens to decide letting your dragon eat anoles was a bad ideal.