Here is the list of fruits and vegetables that you should and should not feed your dragon.
http://www.beautifuldragons.503xtreme.com/Nutrition.html
How big is your dragon? Superworms should only be fed to dragons over 16" (yours does look big enough, but measure him to be sure)
15-20...
I wouldn't worry unless you see him starting to lose weight. Everything seems fine and like I said earlier he might be brumating. All dragons don't brumate the same. Just make sure to watch his weight, but I'm sure you will! :D
I did not mean to offend you; I am sorry. I was under the impression "lettuces" meant iceburg, romaine, red leaf, etc. Next time I will take "lettuces' less literal with you and know you mean "dandalion greens, mustard greens and turnip greens."
Dubias are extremely easy to breed, but they do have a higher starting cost at the begining. After a few months you will have a very steady supply of them and won't need to buy anything but treats!
Do a search on the site, their are tons of threads on starting a roach colony with all the supplies you need and any questions you can think of. When your dragon gets older you can just sell off any extra roaches you have and make some money :p
Lettuce is a no no, poor nutritional value. It will dehydrate your dragon and cause digestion problems.
Here is a nice list of fruits and vegetables that you should and should not feed your dragon:
http://www.beautifuldragons.503xtreme.com/Nutrition.html
As for your question, it may seem that...