Feeding a too high diet of fatty foods to bearded dragons is bad for them. Adult dragons should only get a small percentage of insect foods, about 10-20%, the rest should be greens, vegies and fruit. There isn't any need to feed pinkies or lizards to bearded dragons on a regular basis. Pinkies are often fed to breeding females to help put the weight back on and give them extra protien and calcium for egg laying.
Though I am sure bearded dragons in the wild will happily gobble up any small lizards they come across, it typically isn't something fed to them in captivity. If you want to give more variety of prey items to your bearded dragon, there are plenty of feeder insects available to choose from. Crickets, superworms, silkworms, butterworms, various species of roaches, locusts (grasshoppers) and other insect foods are great to offer your dragon.
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PHLdyPayne