Does Chinese have a saying about Cantonese people eating almost anything?
The saying I heard was: 「有四隻腳嘅除咗檯，有對翼嘅除咗飛機，廣東人都會食。」 

It is quite wordy and very likely a direct translation from English.

There's however, an elegant saying about Chinese wide range of food choice. It is 「背脊向天人所食」(if something's back is facing the sky, it is for people to eat) 
That includes almost every living creature.