Mandie,
As the owner of a bearded dragon who had to have 3 separate tail amputations last year in order to save his life, due to gangrene setting in because of the lack of blood circulation to the end of his tail, from retained shed, I was very glad to hear that that was not the cause of it with your beardie!
However, the next time he does shed his tail, if he seems to be having problems with his tail area shedding, you can try applying a thin coat of Olive Oil to his tail, which should soften the shed, so that it is easier for him to get off. Because the Olive Oil is an "all natural remedy", you can use it every day if need be, until the shed softens enough for him to get it off!
I'm glad that the vet that you took him to was knowledgable concerning his tail problem, but, unfortunately, he was very mistaken about Mealworms being better for him than the other feeder insects that you mentioned. Actually, Mealworms have very little nutritional value for a Bearded Dragon, as they are mostly hard shell, with very little meat on them. A much better choice for him, since he is an adult, would be Superworms, which look very similar to Mealworms, but they have a greater meat to shell ratio, which makes them a wonderful source of protein for him. Pinkies are also not very good for him, as they are much too fatty, which could cause liver or kidney problems for him as he gets older
For a complete list of foods that you can feed your little guy, along with advice on each food's nutritional content, and how often it can be fed, you can go to this website: BeautifulDragons.org This is a very comprehensive, printable list, and I think you will find it very helpful in planning his diet!