Even if they are safe, imho I wouldn't just because of that pungent odor. In nature, bad smells usually equal bad tastes. When an animal lets its position be known through strong sensory cues, it is usually because it has some sort of defense that predators don't want to mess with, i.e. poison, barbs, bad taste, rough or sharp attributes, etc. I have thought about bringing some insects in from my yard, but I never have because I find it easier to just buy them from the store where you know where they came from, what they are being fed, whether or not they have parasites. That is just my opinion. Plus, they might not be healthy if they are fatty or high in phosphorus. If they have a high chitin to meat ratio, then they might be a little too hard on their stomach. I have not studied these insects, I am just merely throwing out precautions. Hopefully that helps a little bit.