The correct way to eat a cockroach, at least in this corner of northern China, is to fry it not once but twice in a wok of smoking hot oil. The cockroach, whose innards resemble cottage cheese, has an earthy taste, with a slight twinge of ammonia. But they have become popular in China not for their taste, but for their medicinal benefits. "They really are a miracle drug," said Liu Yusheng, a professor at the Shandong Agricultural university and the head of Shandong province's Insect Association. "They can cure a number of ailments and they work much faster than...