Wax moths are behive pests, they feed on honey/pollen and other hive products so even if they lay eggs and the eggs hatch they won't have anything to eat and they will die.
Moths are a good source of variety for you dragon and quite a good enrichment if they like to chase and jump after them. I feed off spent breeder silkworms.
Thank you very much. Lizzie loved the one she caught but I can see one resting on a fake plant now. Oh well, guess that one will go into the vacuum cleaner later in week.