Freeze the bugs for 1–2 hours before cooking. Nearer to cooking time, heat the grill (broiler) to its highest setting.
Plunge the bugs into a large saucepan of boiling water for 2 minutes, then drain. Using a sharp knife or cleaver, cut each bug in half from head to tail. Put the bugs on a large baking tray, cut side up. Grill (broil) for 5–6 minu