95 is too low for bearded dragons, may work for a species like ball pythons and leopard geckos but not with a day time basking species.
All temperatures should be monitored with a temp gun for the most accurate surface temperature, although you can use digital thermometers with a probe.
Basking spot - 100-110, no less no more.
Warm side (area around the direct basking spot) - 88-95.
Cool side - 70-85.
Night time temp - Never below 65, if it drops below this you'll need to purchase a CHE or ceramic heat emitter.
YOU CAN NOT USE COLORED LIGHTS FOR NIGHT TIME HEAT. Beardies see in full color just like us and the coloring of a miss-titled red light bulb will cause the beardie to stay awake/get barely any sleep and eventually cause eye problems and other health issues. This goes for purple/back/blue and any other colored lights as well.
Preferably you want two lights, a bright white basking bulb and a long UVB tube light.
The basking bulb should be off to one side to make a proper temperature gradient rather than in the middle if you have it placed there.
The UVB tube light should be placed right over the basking spot right in front or behind the basking bulb. Depending on the bulb and brand it may have to be mounted inside.
Recommended UVB tube is a Reptisun T5 HO 10.0 bulb with a reflective fitting T5 fixture.
There are slightly higher percentages of UVB which are generally better for placement on top of a screen as its stronger.
That being Arcadia D3+ T5 HO 12% or 14% bulbs.
Without proper temperatures and UVB a beardie will fail to thrive and die slowly and painfully depending on age, health and how bad the MBD gets.
A few cases of MBD, and this isn't even the worst of them trust me. I've seen MUCH MUCH worse than this.
https://www.youtube.com/watch?v=qMvShx_hxDI
You can also watch this video if you want to see on video on how bad it can get.
I assume you meant inches rather than feet, most beardies from what i've heard usually hatch out around 3-4 inches and sometimes 5. So he's most likely a month old at the very most.
Lettuce is not good at all for any reptile, it provides barely any nutrition.
Instead you'll want to feed this for salad.
Daily greens- Turnip/collard/mustard greens, endive, and kale if added to a mixture of the other staple greens mentioned.
Fruit once or twice a week - Banana, strawberries, blueberries, blackberries, red raspberries.
For more food items -
http://www.thebeardeddragon.org/bearded-dragon-nutrition-data.php#veg
http://www.beautifuldragons.com/Nutrition.html
And yes they should be eating 30-60 or more healthy staple bugs a day, any less than at least 30 at his age would be underfeeding.
All life stages eat 10-20 bugs a feeding.
1-4 months 3x a day.
4-12 months 2x a day.
12-20 months once a day.
20+ months twice a week at the least, every other day at the most.
Staple feeders - Crickets, locusts, grasshoppers, silkworms, black soldier fly larvae, dubia roaches, turkish roaches, possibly earthworms.
Treat feeders - Waxworms, hornworms, superworms, mealworms, butterworms.
Wax worms - once a week, 4-5 max.
Hornworms - every other day to every two days, 4-6 max.
Mealworms - every other day to every two days, 5-10 max. Only for beardies above 6 months.
Superworms - once or twice a week, 3-4 max. Only for beardies above 12 months.
Butterworms - once or twice a week, 3-4 max.
Make sure you dust 5x a week for calcium without D3 and 2x a week for multivitamins. I personally prefer the repti-cal supplements. Just dust at least one insect feeding a day.
As for the inside setup make sure you have a non particle substrate like paper towels, possibly newspaper, tile, non adhesive shelf liner, possibly AstroTurf, or repti-carpet.
Beardies in the US have VERY VERY weak genetics and immune systems and fail to thrive on most particle substrates. Most beardies outside of Australia have weak genetics but the US is the worst so far.
It's not just impaction thats a risk with particle substrates as well, its stained scales, prolapses (this can cost up to 1,000 to fix), joint issues, eye infections, fungal infections (Beardies are very prone to this), and RI's.
Its more harm than it's worth.
By the way heres a little thing on enclosure sizes, you can put a baby/juvenile straight into a full grown enclosure when you get it as long as it eats well.
Enclosure size for baby less than 6 months - 20 gallon.
Enclosure size for 6-12 months - 40 or 50 gallon.
Enclosure size for 12+ months - 75 gallons (48"x18"x20") or a 120 gallon enclosure (4x2x2).
1-4 month old's are babies, 6-12 month old's are juveniles, 12-20 month old's are sub-adults, and then 20+ month old's are fully grown adults.
If you just got it then yes, it is normal for them to be skittish.