This site's actually a collection of recipes from the Song Of Ice and Fire books, but it's the bugs I'm interested in:
http://innatthecrossroads.com/2011/09/11/honey-spiced-locusts/...well, 'tis the season to nom horrors.
And I have happy memories of dry roast honey ants at a deli in Oxford as a child. So... I guess bugs from a reptiley pet-shop, yes?