Andrew Zimmern would surely eat them and maybe has done. He's eaten everything else. I recall him saying the only things he will not eat are Durian and oatmeal (texture thing).

Editing to say he did eat grubs on one episode and said something along the lines of it feeling like a massive pop of pus in his mouth. I swore then I would never follow suit.

Steve would eat them:

http://www.thesneeze.com/steve-dont-eat-it/