Gut loading with calcium will actually kill most feeder insects unless you're feeding them off immediately (Toxic levels of calcium for the bugs), but protein is certainly good. Typically I fed my roaches a half and half blend of high protein puppy chow and whole oats (not the quick oats crap). I'd put that in the blender and let it get pretty well ground up so its easier for them to eat. Also, if you're looking to kickstart the breeding in your colony, you'll want to keep the temps at about 83-87 F, humidity up, water crystals, and keep maybe half of an orange in there. For whatever reason, the citrus is kinda like roach viagra...

Small dubia can be fed to small beardies, so Jared and Strange, you're both good to go. Just try not to feed roaches larger than the space between the dragon's eyes.