I think whenever news articles talk about bugs they always show a gruesome picture of someone taking a bite, as though eating beef would be a person carving right into the animal. Yes, some cultures do eat bugs, but this is unlikely to be the form factor in which most people would eat them.

Cochineal is a food safe dye made from insects, used in cosmetics and beverages. There are probably other examples, but overall I would expect that insect derived foods would be ground and eaten like powders or patties in the west.