Crickets are actually pretty tasty when prepared well; they make good snacks for when you want something crunchy like potato chips but with a heartier nutritional profile. I've had them in both sweet and savory flavors. Crickets are a tiny bit gritty as a protein powder, but still pretty good. I haven't tried them as flour but it's probably similar to the protein powder.
It's not on the list, but I've always wanted to try honeypot ants.