Make sure that whatever the insects eat is not too inedible otherwise you'll find the taste of insects to be foul. For example, I once tried to dine on maggots fed on wood-shavings - foul stuff.
Insects are difficult to get hold of in sufficient bulk, but they're rich in fats and protein. The Australian Aborigines used to eat lots of live, raw witchetty grubs as part of their ancestral diet. Insect-eating is very common in the developing world. There are lots of websites on entomophagy/bug-eating, such as :-
http://eat.bees.net/(I wonder if edwin has ever eaten insects, I would imagine that the Phillipines would be the sort of area with insects as part of the diet?)