Hm..I've had hog's brain sausage (I wasn't told before what it was - and still found it delicious). Gopher gravy. Pickled ravens eggs and boiled ravens eggs. Fried frog legs with mulled mugwort and sauteed dandelions. And crawdads, several ways.
Yes, I've had them a few times -- they're a common addition on appetizer platters around here. We have a lot of ranches . They're okay...a little greasy for my taste, but that could be the fault of the restaurant. The texture didn't bother me, but I've also eaten grasshoppers and worms without issue.