Horn worms are a great feeder. Just make sure they are the kind you get from a worm supplier and not the kind that live outside. The ones that are wild can eat plants that will make them poisonous - the ones from the suppliers eat special food and are safe.
Yes they are ok. I spoke to someone about them recently, because they are enormous I thought they would need to be cut up before feeding. The man told me that they are the most nutritious feeder insect you can give your beardie, that you can use them as a staple (Although where I live they are very expensive). He also calmed my concerns about the size is that they are all liquid inside, and biting into them is like biting into a water balloon. So as soon as your beardie bites in, the 'juices' come out (although I saw no mess) and the 'water balloon' flattens.
My beardie LOVES these! So give it a go