From your dragon's perspective, when you hand-feed him, he has to "steal" the bugs from you. Bugs which likely are seen as your food from his perspective.
In the wild, there would be no parent or other dragon sharing with him, but he'd have to find food from the beginning on on his own and if he would dare to take food away from another animal, especially one that much bigger, this would be a very risky thing.
So for him, it makes sense to sign he's no threat to you when he takes the food.
(My dragon never did so, but he likely was even more shy: he didn't dare take food from my hand for a long time. Only from the bowl, only if I didn't watch, didn't dare to take away "my worms"... After months he tried it the first time and from then on didn't hesitate taking food. I'm pretty sure that now he knows I'm eating different food and that I offer the insects to him.)
Btw.: Looks like you start teaching him his name? Good

What has also worked well my dragon, in addition to saying something after feeding him is saying his name right before opening the enclosure or offering food. My dragon soon learned: That sound = something exciting in a positive way happens. After a short while, he started looking very curious when I said his name. Tested, with other words or sounds spoken in a similar manner (like, his name is Taco, I say "Taco!" (even rather sharp to make it more obvious) and he reacts with looking to me, to the enclosure door and back, but for words I might have said sometimes in that context like "Food!" or just random sounds "Tutut!" he's not reacting to it similarly).