Can bearded dragons have food allergies?

I swapped out crickets for dubias and BSFL like a month ago, and it seems whenever I feed my 7-8 mo old male bearded dragon, about 18 inches, the dubias he does a coughing/gagging thing. He looks up and like gags/swallows with a blackened beard. He had never done it before the dubias and when I take him off them for a couple days he won't do it. He also just did a half shed (legs, tail, mouth) so I was thinking it may be in preparation for a beard shed which is why I waited going to the vet. He hasn't gotten sick and seems alright other wise. I am feeding him medium sized ones and have tried picking out just smaller ones to give him and he will still do it. Is it possible he's allergic to the roaches? I am thinking about taking him in this week for a checkup before winter to make sure everything is good before it gets too cold (gotta love Minnesota).

I suppose allergies are possible, but based on what I've seen that would be pretty rare. It could be coincidental with an oncoming shed as you mentioned. It could be that he just doesn't like them - but he would be more likely to ignore them I'd imagine. If he doesn't seem to have any other symptoms then it's probably not critical either way. If this continues after the shed, I'd try some other options and see how they go over. I'd guess it's more of a preference thing than an allergy though.

He has been done shedding for two weeks now, and this last week I took him off the Dubias, and he put on nearly all the weight he was lost while eating them back on this week. He's also happier, more energetic, doesn't do the gag/cough at the sky thing anymore, and it started the first/second day I started feeding them to him. I I am 100% sure it was not part of the shed. I think that he just doesn't digest them well or something. He was up to doing it for like 30 mins - 2 hours straight, a few minutes between each gag, and that happening a few times a day. You could tell he was not feeling well and didn't really grow at all, he's put on almost a half inch this last week along with his 80 grams gained back! All I can say is it has to be the dubias because it started almost as soon as I switched him on to them, and stopped almost as soon as I took him off. He actually wanted to come out and play and explore the last few days, he would just lay there miserable before. I am taking him to the vet today, so I am going to ask them about it. But I guess if your dragon is doing that a lot, or if anyone else's is, have them look at their diet they are feeding them.

UPDATE The vet did say it was uncommon for there to be food allergies, but considering mine is in good health other than very mildly irritated gums, which could be healing from the irritation the dubias caused to my little ones body, and I got some mouth gel to rub in there to help prevent mouth rot and bring that irritation down, it was very likely that the dubias just didn't sit well and could very well be a food allergy or intolerance. Goob is great about fruits and veggies, and I use BSFL as my main feed now and supplement with other insects, we are doing A-ok. She was surprised mine was so healthy and big for a first time owner. This forum has really helped a lot with that process. The vet also seems convinced I have a female based on the femoral pores, but Goob is only 7.5 months and just started showing them so I will give goob a couple more months to show true colors. She said at Goobs size of 18 inches (Pretty sure we are going into another growth spurt with the appetite lately) it should be obvious. Oh well, either way we earned good behavior points at the vet for chill behavior yesterday!