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.
You should not feed during burmation! just let them sleep. You could get rotting food in the tummy and make him sick! My beardie, Yavie sleeps for around 4 months during her burmation without a single meal.