I’ve tried crickets and grasshoppers. Don’t like them. They taste like pressed lawn pellets.
17 years cicadas harvested while they’re still soft, on the other hand, actually do taste a little like shrimp.
Wild rabbit was actually quite tasty and gamey, just a little stringy. I drew the line at crows because I knew what they ate. My kid brother ate them anyway.
Grubs weren't bad either. We liked them best sauteed in garlic butter, but not quite as good as escargot (snails).
Ants varied according to where you got them. Those in clover and alfalfa patches were sweet and tasty. Those in sandy or dry areas were blah!