I would eat that in a New York minute, provided they were cooked thoroughly. And salty/crunchy. Bugs can have parasites just like anything else.
Drunk, on the street in Thailand, can be had some VERY tasty snacks like little frogs, cockroaches, grasshoppers, etc. I never got the shits, or threw up, or even felt bad after eating that stuff. It was the water in a cup of coffee at the airport that got me...
Bugs are probably the most widely available food source on the planet? In survival training people eat whatever they can get, and if you're hungry enough... you will, too.
Having said that, I DO PREFER beef, pork, chicken, etc but I will eat frogs, snails, turtle, snakes, squirrels, groundhog, fish, crawdads, alligator, feral hog, etc.