According to a poster at Chowhound.com, at Taka, a sushi place uncomfortably close to my apartment, one can get a special dish:
It was grasshoppers.. For three bucks i got about 10 crispy sweet grasshoppers... They crunch when you bit [sic] into them and had a sweet sake taste to them.
Amusingly, he continues by saying that "the dessert section looked poor."
Well, sure it did after the grasshopper entree!