Much a question of culture and how we are raised. Yemeni Jews and Sicilians, for example adore trapping locusts, popping them into a hot oven and cooking until they are crisp. Plain, with a bit of salt sprinkled over, or dipped in honey they are quite a tempting treat. On several of the Polynesian Islands, still popular dishes are based on grasshoppers and several kinds of caterpillars, those fried in deep oil, the first having the taste and texture of deep fried chicken nugets and the second similar to that of calamari. Throughout China popular insect dishes are based on grubs and several kinds of night moths. In Mexico the grub of the algave caterpillar is considered not only a delicacy but is said to be good for male virility and in many places in Africa several kinds of ants (but not the fire ants) are considered treats when a small handfull is popped into the mouth, the ants still alive.
As to trapping locusts, nothing is simpler. Simply make a box from tin, coat the inside with honey and the locusts simply swarm in to get the honey. Close the box, place over hot charcoals and cook away until one hears no more flapping of wings.