Ok, you're really starting to make me jealous here. Due to laws designed to protect agriculture here, grasshoppers and locusts cannot be shipped across state lines (in most cases) which has made them undesireable to the commercial insect producers in the US. Thus, no one here knows about them really even though they are a FAR superior food item to most insects we currently use.
When I've caught or "back in the day" ordered quantities of grasshoppers they seemed to need light and heat in order to be active (eating, gutloading, actually living). So, I would say no, keep them in the light so that they will be healthier to feed to your chameleon as well as living longer.