This sounds like normal head bobbing communication. It's normal when feeding and at other times. Especially with a Horned Lizard fresh from the wild. It's good indication that he's "happy" so to speak in his environment and feels comfortable during feeding.

Opinions differ, but I notice this behavior often between two HLs feeding, almost like a territorial communication. As if to say; "Hey, I'm eatin' here!"
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"A man that should call everything by it's right name, would hardly pass the streets without being knocked down as a common enemy." The Complete Works of George Savile, First Marquess of Halifax 1912,246