Im not worried in the least. many, many people keep beardies without covers. as a general rule, adult beardies are too bulky to get out of a tank. any areas that he could get out are covered up with screening or a light.
yes, sid is definetly too lazy to try getting out now that hes in brumation, though I would much prefer he was awake and eating like a champ like he is the rest of the year. I must say, waking up a giant lizard every few days to eat and then having to catch 20 crix after he only eats three is not fun at all.