I've kept, bred, hatched, raised Chinese water dragons for years.
It's important that you get the husbandry right because they are prone to MBD.
Regarding their diet...all of mine have always eaten a variety of insects with crickets being the staple insect diet and a "salad" of greens such as dandelion greens, kale, endive, escarole, collards, etc and veggies such as carrots, sweet red pepper, squash, zucchini, sweet potato, etc and a small amount of fruit such as apple, pear, melon, berries.
These same greens and veggies should be used to feed/gutload the crickets, superworms, roaches, etc.
Regarding supplements...i did the same with them as I do with chameleons. Phosphorus free calcium at most feedings, phosphorous free calcium/D3 twice a month and a vitamin powder with a beta carotene (prOformed) source of vitamin A twice a month.
I had good success...they all lived long healthy lives.
Do you have a male or female? How old is it?