The majority of people believe that using pinky mice with dragons is an outdated and unneccessary practice that poses more risks than it does benefits. There are a few who believe that pinky mice can have a place in a healthy dragon diet provided that you use only true pinky mice (nothing older), offer them no more frequently than one every two weeks, and you cut back on your dragon's other sources of protein the week after each pinky to compensate.
I don't use pinky mice with my dragon because they are unnecessary - it's easier and safer to provide her with all of the protein etc. that she needs through her normal bugs and salad diet. If it's just a treat that you're looking for, many dragons enjoy different types of fruit - something that should only be offered occassionally as a treat due to the high natural sugar content.