Apparently insects have been adding nutrition to our diets for quite some time. It wasn't unusual for hard tack and salt beef to get wormy, that is get maggots and other larva and men would eat it, because it was all they had. I've eaten ants - tart. Accepted technique for eating any insect is to toss them in a basket with coals from your fire then remove legs and wings and eat the body. The larger tarantulas apparently taste much like crab. To eat them you need to tie the legs back and then toss them onto a bed of coals. Make sure you suck or split all the meat out of the legs. I also hear that some people dry the insects, pull off the legs and wings and then grind them up and use them as an additive to soups. I've read that mayflies were an important part of the diet for Indians in areas where they have large swarms of them.
I did a search on the word "entomophagy" and located the following sites on cooking and eating insects:
- Huang's Bug Eating page
Offered by Gerard.
I found a pretty extensive insect eaters Links Page.
Offered by George.