One of my alltime favorite book purchases was The Eat a Bug Cookbook by David G. Gordon.
Gordon really does give gourmet recipes for various insects and other creepy things (centipedes, spiders), and goes around giving talks and demonstrations (!)
www.davidgeorgegordon.com
So evidently some people like eating bugs.
I also recommend the capter “Small Things” in anthropologist Marvin Harris’ book The Sacred Cow and the Abominable Pig , AKA Good to Eat. Insect eating has a long history, even in the classical world (Aristotle ate locusts and liked 'em, as did John the Baptist).