I've had deep fried crickets and deep fried mealy worms. I think its was the preparation that put me off them.

The crickets tasted/felt like semi crunchy shells. Not very enjoyable to eat and the after effect was lumps of ground up shell in my teeth.. meh

The mealy worms were not quite as bad as the crickets but waaaay overpowered by the herbs and stuff mixed in with them.

I'm also very much anti deep fried anything so I'd really like to try them prepped another way.