Here's a recipe from the late 60's Last Whole Earth Catalog.
Recipes for eating insects: This recipe comes from parts of Asia and Africa. Insert fried peanuts into cricket's abdomen (preferably cleaned). These prepared crickets are then fried. They are supposedly very tasty to those whose palate accepts them.
One recipe I learned to enjoy. The Montegnards would catch crickets put them in a container which had a 2 inch strip of oil painted on the inside. The oil kept the little buggers inside the jar. The little guys would hang out inside the jar for about 24 hours. This gave them a chance to empty their intestinal tracts (the cause of some bitterness in the flavor). After they were "clean" they were dumped into a cloth bag which was then hung by a fire to dry (cook slowly) or left in the pot and heated in situ on a slow fire. When dried they were munched as a tasty snack or used in rice meals. Grass hoppers are prepared in the same way but it is best to pull the legs off before the feast.