Never- give them lighting bugs. They have a chemical in them that makes them glow that is toxic to bearded dragons.
When you pick them up do not squeeze them to death but squeeze them lightly to pick them up. When they are new in your home you want to start to interact with them so they do not get stub-urn.
They are very cool pets! Also very fun to have and play with. But also note when they are little they are very fast.