Fried crickets have been eaten in Mexico for ages. I’ve had them before, both times in San Diego. They have a nice crunchy texture and a nutty shrimplike flavor.
I bought these from a stand near el Museo del Artes Bellas here in Mexico City. The vendor squeezed a lime and squirted some hot sauce into the little bag of fried insects which only cost 20 pesos- a little more than a dollar.