My beardies get crickets as the staple insect, I also have silkworm campaigns (I raise from eggs) and substitute some cricket meals with silkworms for variety.
Treats for the younger dragons - occasionally mealworm pupae and mealworm beetles while still soft shelled.
Treats for my adult dragon - mealworm (lavae, pupae and beetles) , superworm (lavae and pupae).
I'd HIGHLY recommend silkworms , not so hard to raise , just takes a bit of effort to keep them fed and in a good healthy environment.
If you are in the northern hemisphere, they are going to be hard to find available as worms soon , as few insect farms raise them over winter when the mulberry leaves have fallen. BUT they can raised successfully on blanched frozen mulberry leaves (thaw out the leaves as needed) or on reconstituted cooked silkworm chow (which is essentially dried powdered mulberry leaves) and silkworm eggs are available virtually year round and IMO are the most cost effective way of obtaining silkworms if you can't source the catepillars. They grow to about 3 inches long they are perfect meal for an adult bearded dragon (Rex was eating 3 or 4 in a sitting once per day when I had big silkworms last) and they have prodigious appetites for leaves as they get bigger (a couple hundred large worms will happily consume a dozen large fresh mulberry leaves per day (and perhaps more)).
Ideally the eggs will come loose in a zip lock bag or still on bits of cardboard or paper in a plastic bag and will start hatching within a week or 2 of arriving (espec if they have been stored chilled prior to shipping), another month and you'll have silkworms about the same size as mealworms (ideal for feeding to small lizards and hatchling beardies).
See my threads
viewtopic.php?f=76&t=222193 for how I raise my silkworms and
viewtopic.php?f=76&t=221814&p=1747546&hilit=blanch#p1747546 for how to blanch fresh mulberry leaves for freezing in bulk for use out of season.