Bright colors in nature usually serve as a warning to predators that the potential meal is toxicI definitly wouldn't think twice about eating an insect that had an obnoxious smell. What is it about the bright colored ones? Does it mean something specific? I guess you would also want to watch out for the ones with stingers!
the risk of getting sick from grasshoppers or crickets in the USA is less than in other parts of the world: gently twist off the head & pull out the digestive tract, do NOT eat that because it could have parasites/worms, roast the rest over an open flame & you can have Cajun Crickets. ^_^Are there any kinds of illnesses / diseases that can be contracted from eating grasshoppers?