Depends how old really. Babies can be fed on 1-2 week old crickets (bigger crickets as they get older) or in other words: crickets which are no longer than the width of the beardies head. You can feed finely chopped greens. As juveniles (2-4 months) they can be fed other foods. Make sure U supplment the food and get a good book on bearded dragon care (e.g. The bearded dragon manual by phillippe de vosjoki et al)
There's much more than crickets out there! Locusts, a few species of cockroaches, mealworms, calci-worms, butter worms, silk worms (and more!). A young beardy should get as much variety as possible to prevent excesses and deficiencies.
Veg wise, offer it but don't worry if they don't take to it at this young age. This is a good link > Untitled Document < again variety is really important. Try not to offer foods that are moderate/high in oxalates and goitrogens too frequently though.