If some people say no about the meal worms and some people say yes then you should probably just not take the risk. Play it safe and just go with no.
The key to fattening up your beardie is to start feeding him nutritious foods. This includes giving him the right greens. Greens do not have fat in them but in a living organism everything come hand in hand. At this point the veggies you are giving him dont really have what a bearded dragon needs to be healthy.
http://www.beautifuldragons.503xtreme.com/Nutrition.html this website has veggies marked in green that have the right type of nutrition. Turnip greens and dandelion greens being my favorite. Once you start to add the right vitamins along with the calcium your beardie's body will be able to easier go about the chemical processes that it needs and will not have to strain to do what it needs to do (to put it VERY simply)
So I would stay away from the pinkies. Your beardie needs to have a healthy diet. I guess this comparison is going to be crude but you wouldnt go to Africa to a area in crisis, where the children are starving and thin to give them cookies. You would start to give them the healthy food that they need and that will help their bodies to calm down and start to fill out.
the butter worms are great so you are doing a great job listening to everyone and getting your beardie back on the right track. Have you taken a look at
http://www.mulberryfarms.com/ they have a great assortment of feeders.
The only other thing i wanted to ask are the temps in your cage. What do you use to take the temps? you can get a cheap probe thermo from walmart. Stay away from the stick on ones they are not accurate. In order to diegest foods and the vitamins in the foods they need to be able to bask in areas ranging between 100-110 and of course they should be able to get away from the heat and cool down. cool side of tank being 75-85. if your tank is too cold you could get a higher wattage bulb or try a flood light.
good luck!!