The scientific data indicates 15.5% plant material in the wild free roaming beardies studied ( % mass basis ) , 20.6% fat content (from animal prey (ie mice and birds and eggs)) , and 61% insects (including spiders and scorpions).
This is as good a guide as anything and ties in very nicely with the Food Triangle and much better than the 80% veg diet many keepers wish to impose and have for a while.
IMO it's fine to give some insect protein each day , along with some greens and veg and this is what I do for my subadult and adult bearded dragons.
I try to include some high calcium greens each day , not so important if I have silkworm on hand who are full of either silkworm chow or chewed mulberry leaf (mulberry leaf is extremely rich in calcium ( Ca/P is about 10 !!!).
I think if your dragon likes bugs , fine, let it have some each day , and make sure they have been gutloaded using veg and greens you would like the dragon to eat, this way the dragon is happy, and you know it's getting some of the greens and veg via the guts of the insects.