I dont keep water dragons but from what i've read lettuce is mainly water and not really much good. I know it gives guinea pigs etc upset stomach too so watch out. I've heard people talk about collard greens as a food. Google it!
I feed mine romaine lettuce as it has more nutricion then other lettuce, but i also feed them shaved carrots and cantalope. but you can find great care sheets there are alot of different veggies and fruits you can feed them with their greens.
mine won't touch veg at all. if you go asda or tesco (or where ever) they sell bags of salad, i used to buy that for her. its all chopped and ready to good for ya it also has a variety of veg in there.