The June 20, 1970 (vol.26, no.6) issue of Science Digest has a recipe that looks like it would adapt itself to a variety of insects.
1 pint termites
1 tablespoon vegetable oil
1/2 teaspoon salt
Remove termite wings, if any. Spread termites on stone to dry in sun. Pour oil in pan and spread dried termites on it. Toast over hot coals until almost crisp. Sprinkle with salt. "It helps the flavor, say those that have tried the recipe, if you eat the termites in handfuls." Science Digest credits the Bantu's with this recipe and reminds readers that there is "lots of vitamin B" in termites.
Termites aren't all the plentiful in parts of the US, but I suppose that the recipe would be just fine for ants.