Wow, unless they were raising their collareds with their cactuses, I'd have to say someone was confused when they said the lizards were captive bred.
As for feeding pinkies...My rule of thumb is, "if it will fit in their mouth, they will eat it." I seldom, if ever feed pinkies to my collareds. I have never had problems fattening up lizards on mealworms, waxworms, or crickets. I have supplemented with babyfood before too. Best of luck with your new pair. Since they were small when you got them, they should have no trouble adjusting to captivity.