Actually, I did once. Lived in Japan and it used to be that once a month or so, local Japanese would bring in something to the school I attended in Sendai from the Japanese culture for us to look at or try. One time they brought in samples of some local "delicacies" and among them were some candied bugs and I tried one. That's the only time I ever recall eating one.

Except for the extra legs and the exoskeleton I don't think there were bad affects.

WYE try rattlesnake meat in a restaurant?