I've heard of chocolate-covered grasshoppers, so I'm sure somewhere they fry these little guys up.
This goes along with my feelings on fried cicadas (which I've seen a while back on the news that some people collected these poor little guys and cooked them up, only to suffer from severe allergic reactions. These poor little critters bury themselves underground for seventeen years, and get only ONE chance to get lucky before they die . . . it just seems kinda unfair to take 'em out that way). I just can't get past the whole insect thing. Yuck.