Went to a place in NYC, that did. But not here.
Explora museum giftshop often sells suckers with ants in them and nacho flavored meal worms.
And our patron DCF creator Chantal, I think was involved in a garden snail Escargot dinner a few years back.
When I was on vacation I tried grilled grasshoppers. I thought it tasted quite good. It was very crunchy and it tasted like the spices. It was an interesting experience, but it wasn't that good that I need it everyday now ;)
Unfortunately I don't know any restaurants in this area which serve bugs. I feel sorry that I cannot help.