Smaller crickets is good. Make sure they are quite small (no more than the space between his eyes) as feeding him any larger could cause a fatal impaction. We have a 5 month old and he still gets freaked out every once in a while by his reflection; beardies don't like the idea of having another dragon competing for their food, etc.
Everything is good so far. You probably don't need the red light on the other side as he should have a basking side (top temps of around 105 degrees F for a baby) and a cool side of around 75-80 degrees F during the day). During the night, the red can be used to keep his heat up to around 65-70 degrees F without disturbing his sleep. He won't like to be handled at all; you can work with him a couple times a week until he eventually warms up to it. Try not to chase him, especially with food. Give him a couple of hours and let him get used to his surroundings; it could take a bit longer. Once he's not as stressed, his appetite will likely return. Make sure you do get him his food and water though. Food you can do 2-3 meals a day and let him eat as many crickets as he wants within 5-10 minutes. Water--spray him once or twice a day on the nose and let him lap it up. They can absorb water through the skin even if he won't drink for a while. Just make sure he has the option.
**Edit: Have a thermometer on each side to check temps. Make sure his basking temps are up high enough and that he basks at least for an hour before and after eating to aid with digestion. The hour before is not as important in the evening as the morning. Make sure he gets about 14 hours of sun, 10 of sleep. The hygrometer goes anywhere in there really. Just make sure he's between 25-40% humidity. It can go a bit over every once in a while, but try not to make a habit of it. If you have a super cheapy one, it may not show the correct hygrometer. We have two, a cheapy and a digital that have a discrepancy of about 15% (a lot!).