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Let's research about insect dish like scorpion and Asian mygalomorph spider. They're mainly sold in China, Thailand, Cambodia, Laos, Vietnam.
ខ្ញាដំរី, khnha damri, Grilled Scorpion,
Cambodia, Thailand     
If you're curious about insect dishes, why don't you visit Bugs Cafe in Siem Reap city, Cambodia. In Khlong Toei market, Bangkok city, Thailand, they grilled insect skewer over the charcoal. At first, I'll introduce you to taste of fried scorpion.
As a way of cooking insect dish, they simply fry scorpion in deep fat and put tha salt on them. We can dip them on sweet and spicy sauce when eating it. The texture of foot in scorpion is greasy and crispy like snack. Moreover, the body of scorpion is black and creamy, texture looks like crab innards but taste of that is bitter rather than crab innards. Since it's quite hard to bite, we shouldn't eat scissors and needle on scorpion.
ពីងពាង, pingpeang, Fried spider,
Cambodia, Thailand     
It's not normal spider, Asian mygalomorph spider. Combodian people digs up the land and get mygalomorph spider from the soil by hand. As the way of cooking, they simply fry spider in deep fat and put tha salt on them. The food of mygalomorph spider get shrinking like picture after frying them. Taste of spider is really similar to scorpion but texture of that is softer than scorpion because spider doesn't have needle and scissors.
mealwwarm, grasshopper, cricket  
On the open air market, we can buy any other insects such as mealwarms, cricket, grasshopper.