Not sure about others, but I feed red leaf lettuce about 1-2 times a week but no more than that because it's not very nutritious for them. I do romaine lettuce rarely. He does get kale & turnip greens on a daily basis though, which is also easy to obtain. I want to trade out the kale for something else though because it does have a higher amount of protein in it than some other healthy choices. I also do a planted seed mix by CarolinaPetSupply.
It is fine, but its not a great diet for your sulcata. If you must use grocery store foods, lean heavily toward escarole and endive. Add collard, mustard and turnip greens, cilantro, watercress, other lettuces, carrot tops, etc. Lots of variety.
All of this can be made into a much better diet by sprinkling on some "Salad Style" or fresh grass clippings.