If you feel that your dragon is on the skinny side, would you like to go over his cage conditions (husbandry) and his feeding schedule?
If he needs to gain weight, its best to do it over time. Pinkies have a lot of fat in them, and used too often lead to fatty liver disease - not to mention the immediate impaction risk. If you choose to use wax worms (which I don't recommend) then be careful about how many you do use - they are very addictive. I would suggest adding butter worms to the diet. They are high in calories, compared to a lot of feeders, but they are also loaded with calcium.