Most Americans would squirm
This report touts many benefits, if you can get past the yuck factor.
I grew up in Africa, and mopane worms (a type of moth caterpillar) were common and popular for eating -- fried by themselves, or with tomatoes, onions, and various vegetables.
I like crickets and grasshoppers/locus (as pictured). They are great with beer (fried).
Into the hopper it goes -- just have to remember to take off the small legs beforehand because it can cause windpipe issues :p
Probably the best way around the yuck factor is to grind and mix into something... The new pink slime for ground beef? lol