They have canned and/or freeze dried insects, but they're more expensive and a tend to be ignored. I have heard of giving pinky mice to beardies(sparingly and only as treats, never a diet staple), but I don't think it's actually good for them so we've never done it with our girl.
If shes getting an adult beardie, most of its nutrition should be coming from greens and veggies anyway. Insects should still be part of their diet, but you would be fine offering a dozen crickets once a week or so and just keeping a salad available otherwise.