What should you do if your bearded dragon is lost?

It depends what you mean by 'lost' - I assume you've let it escape from its vivarium, and now it's gone out of sight. If you know it's still in the house, put some crickets in a tall, smooth-sided container. The lizard should seek out the food if it's hungry enough, and will climb into (but wont be able to get out of) the container.