The outsides of the cricket are made from chitin, which, even if your beardie could digest it fully, would yield very little nutrition at all.
Throw the shed skins away in future, you've no idea how long they've been there, and they could be covered in cricket poop. There is no reason whatsoever to feed them to him.
Most reptiles have been caught in the act of eating shed skin... I've even heard of some snakes doing it (Corns, garters). They must do it for some reason, probably a need for extra nutrients, but it's so rare in some species I'm not surprised most people haven't observed it. But definitely not a good thing to feed cricket sheds! That's an entirely different kind of shedding, molting the exoskeleton.