Not sure what this is because of the size…can’t really tell. But if it’s really huge, it could be a stink bug (dung beetle) and I think your beardie would not like it at all. Best to stay away from beetles in general.
After googling I found out it is a common ground beetle. I am not going to feed it to my lizard. I have let it go. Can I feed the beetle that super worms morph in to? Some say yes and others say no.