This is a controversial food  choice; pinkies are small newborn baby mice. Usually only a day old,  before their bones and fur develop. Some say it gives variety in their  meal and is natural. Although bearded dragons can be found eating small  mammals in the wild that does NOT mean it’s okay to do in captivity.  Since most tanks are not even close to what it’s like in the wild, it’s  risky and not worth it. Although they will eat whatever they see, it  does not make it good for them. Some reasons are:

Fatty liver disease (hepalipidosis): this is when the liver is well, fatty. This causes a disease situation  and can kill them. Although this could take a while to develop, if a  pinkie mouse is fed with an inappropriate diet this can result in a bad  liver. Most pet lizards are more prone to fatty liver disease since they  live in a small enclosure and don’t exercise as much as they should.  Adding an animal that can’t be digested properly and has a high fat  content to a diet of a non-exercising lizard will increase its risks of  disease.

Bones/cartilage:  although they are new, bones start to develop right away. Since bearded  dragon’s stomachs are made to digest insects, they can’t properly break  down these animals in their stomachs. Although one pinkie mouse wouldn’t kill them, it’s when people feed them every month as a part of  their diet.

Gravid females:  the only time it could benefit your pet is if they are gravid or just  had babies. Since a female needs a high fat diet during and after being  gravid, feeding them one won’t hurt. I would still try to stay away from  pinkies and feed your female the large variety of worms available.  Consider butterworms and waxworms as a good fat supplement.  

Adult mice are NEVER to be fed to your dragon. This is not an opinion, it is extremely dangerous and should never be done.