I would suggest that giving the Dragon the Fly By trait that Perytons have can work to avoid this whole problem, but I found that some players get very vocally unhappy about an enemy that they cannot fight in melee, and I'm not sure that I would totally blame them for it.
Dragons have natural attacks with reach, so if they stick to those they can't be hit by opportunity attacks that don't have similar reach.*
*Unless the DM allows a readied attack to strike the limb, but a dragon can probably tell if someone is lining up that kind of conditional attack on them