My company[1] did a bit of flavor profiling research for a few Ento farmers and startups. Once you get over your aversion to the idea of eating crickets or mealworms, their actually quite good! The crickets always reminded me of french fries (and I don't even eat fries....).
We have a vegetarian on our team who felt fine eating them. No pain, no harm.
Lobsters on the other hand... jury is out on weather they feel pain.
[1] www.Gastrograph.com