My only qualms with this, is that you'd have to be even more careful and aware of chemical contamination in the invertebrates that you are ingesting.

Insects being low on the food chain are usually the first to be infected with whatever chemical could be in the current environment and that can easily bioaccumulate into you.

The biggest concern in my opinion is mercury levels in specific insects, such as cicadas. Cicadas are so high in mercury that you can only eat around one or two before the levels get extremely dangerous.

Just something to think about.