Yeah, even visualization aside, I guess insects are not that interesting to cook compared to your usual animals. You probably won’t make yourself a “steak” from crickets alone. What is usually sold is flour. You can spread it on your salad to add proteins, or make burgers patties with them.
I write all that as if I was an expert, but I honestly never tried it ^^. One day, probably.

They are really expensive because no one is buying them but people who have time and money to spend on changing their habits.
BUT! They are actually pretty cheap to raise yourself. Crickets can eat leftovers and parts of vegetable you sometimes don’t want to eat like potato peels. We used to do that to feed our lizards and spiders at home. I guess that preparing them for human consumption would be a bit longer (drying and grinding them, or whatever), but still much cheaper than store-bought meat.

Investors are better educated than the government. That’s a nice one.