How to cook insects?
What country are you in?

Every country has some edible insects. Most are terrible. some are toxic, or have toxic parts that must be removed first. This knowledge is hard won, and not readily available. Traditional local people are your best source of information (though the Coke and McD's culture has killed that in most parts of the world)

In New Zealand they have the Huhu grub, and in Australia the Witchetty grub. Both of which are edible raw or cooked (roasted on hot coals for a few minutes). They have slightly nutty flavours

These are both soft wood eating larvae around 5 to 10 cm in length, quite plump and juicy. Such insects can be found around the world. But not all are edible