Baby bearded dragons often won't regularly eat greens, especially if they are not brought up on them from birth (hatch?). As they get older, they'll gradually form a larger and larger part of their diet. Just make sure the crickets are well dusted once a week with a vitamin supplement (different from a calcium supplement) and he'll be fine.
It is always better to get them to eat greens though if possible and I'd start him out on Romaine. Collards are more nutritious but Romaine is better tasting so start with that and try to get him hooked.