Actually, that doesn't sound too odd. If he is roaming around looking for food, don't deny him. Sometimes they will just eat other things they find if they are that hungry. One of mine was wandering around his house looking around for food and ate a piece of his shed. He of course did this a minute after I had taken his to soak more pellets for him. Eating a piece of shed isn't really harmful(unless maybe your beardie has mites and it ingests the mites this way), but there are worse things they could pick up.