Bearded dragons, like many animals, should stay away from acidic fruit such as oranges, lemons, limes, etc. NEVER feed your feeder insects or your beardie oranges! The acidity from an orange can screw up their digestive system! You should try feeding your feeder insects collard greens and carrots. You could also spray the food with water so they can drink off of the leaves and carrots for extra water.
I offer my dubia roaches orange slices on occasion. I Primarily feed them fresh vegetable scraps. They especially like squash. They also get bananas now and then. They've been going to town on the pumpkin guts left from pumpkin carving. The fresh veges will keep them hydrated.