That's a good website to reference. Generally you want to focus on offering variety. That's how they get the best nutrients. Picking a stable bug makes it easier to have something available at all times, but it's still good to order some variety now and then. Black soldier fly larvae are a good option to have on hand and are fairly affordable and nutrient rich. Silkworms are good to have when you can find them. They tend to be seasonal. Hornworms are good too, but best for older dragons because they can grow to be quite large. There are plenty of other good options around too.
For veges, it's good to offer 2-3 items from the list that was posted. Just rotate what you offer based on what is fresh and available locally at any given time. This will change with the seasons. Older dragons will tend to pay more attention to veges, so don't worry if a younger dragon ignores them. Just keep offering them (leftovers can go to crickets/roaches). After a while you'll discover what your dragons favorites are and you can keep them on rotation more often (squash for my guy, for example).