Cute little bugger!
Like beautifullywild said, offer greens throughout the day and crickets (or other bugs--look into phoenix worms and silkworms! More expensive, but SO worth it!) a couple times a day for a baby. He's probably not eating as much right now because he's still settling in to his new home--just like snakes, beardies need an acclimation period to get used to their new home before you start handling them.
Don't feed so much broccoli, kale, or grapes. All are pretty high in oxalates, which bind with calcium and make it so the dragon can't absorb that calcium--bad for obvious reasons. Broccoli and kale are also high in goitrogens, which suppress thyroid function. There's a great variety of different greens and veggies you can use instead. Dandelion greens from the yard (if you don't treat with chemicals, of course!); mustard, collard, and turnip greens; endive and escarole; cactus pad/leaf (aka nopales) and cactus pear; squash; okra... To name a few. You can find a great list of different food options, with a recommendation of how often (if ever) to feed them, at
http://www.beautifuldragons.com/Nutrition.html
At Hayden's size, pinhead to small crickets are probably about right. Keep in mind, that different stores have vastly different definitions of small/medium/large crickets. I'm guessing Beautifullywild is mistaken on her hubby's store feeding the tiny babies mediums, but also keep in mind that that store's "medium" could be a LOT smaller than your store's medium. Also remember that too small is safer than too big... Too big of a prey item can cause constipation and even impaction.
In one of the pics, I'm seeing what looks like a coil fluorescent in the lamp. What kind of UVB are you using? If you are using a compact fluorescent UVB, get rid of it!! Compact fluorecent UVB bulbs can cause serious issues in reptiles, primarily eye problems (i.e. infection and blindness) but also such side-affects as a lack of appetite. UVB bulbs can be pretty hit-and-miss when you're deciding what brand to go with. One rule of thumb, though, is to NEVER use compact fluorescents. On a small tank like that, your best UVB option is going to be the Reptisun 10.0 TUBE. Make sure he can get within 6-8" of the bulb for maximum effectiveness. I've also heard Arcadia is a good bulb, but I've never used it. I'm sure you can find more info/opinions on it over at BeardedDragon.org.
When it comes time to upgrade his enclosure to the 40 breeder, you might also look into MVB bulbs. (They're too powerful for something so small as a 10 gallon, though!) PowerSun is a good one (I don't know about the reliability of any of the others on the market right now). Which bulb is "better" is always up for debate. Some people swear by MVBs, other people scoff at them and swear by fluorescents as the end-all-get-all of UVB. I personally use both, in different applications, but prefer the MVB for my Beardie. He is consistently more active and has a better appetite under his Powersun bulbs than he is under a ReptiSun 10.0 and incandescent bulb combo. The MVBs are also more convenient, since they are an all-in-one bulb and the UVB output tends to last longer--they have to be replaced every 8-12 months, instead of every 6 months. It comes down to which works better for you and your dragon, but MVBs are definitely something to consider when it comes time to pick a UVB for your 40 gallon.
Yikes, sorry for the novel.

Anyway, good luck with your new little friend! Beardies are awesome.