Chapulines[1], a form of fried grasshopper, are already a popular dish in Oaxaca. I've had them, they're tasty, a bit like salty, earthy, not very meaty crab I guess. In fact, there's already a cricket bar based off of this dish[2]. Americans in general are pretty squeamish about their food, but this is not true in many other parts of the world. See tripe, chocolate meat (dinuguan), balut, etc.

1 http://en.wikipedia.org/wiki/Chapulines 2 http://chapul.com/