there are some food safety concerns when considering edible insects:
Allergenic
seafood allergies should avoid edible insects
Biological
kinds of bacteria that are known to make people sick have been found in insects
Chemical
Pesticides, toxic metals and dioxins are some chemicals that are of concern with insect consumption.
Physical: Insects can be a choking hazard due to their hard parts which include stingers, wings, rostrum (sharp mouthparts) and spines.