Alternatively, you may just want to eat the insects themselves, with a little chocolate on top. I was downtown in Keene, NH recently at the Ingenuity Country Store (http://www.ingenuitycountrystore.com/). They sell chocolate covered insects, and said that they are (excuse the pun) flying off the shelves.
Edible insects have been even been proposed as a solution for world hunger (LifesLittleMysteries.com
Regardless, the potential for allergic reactions to insects as a part of food exists.
Dr. Dimov has a nice summary ( http://j.mp/JS3ZIv) of carmine allergy (a dye obtained from insects) masquerading as an allergic reaction to generic azithromycin.
My grandfather was an entomologist, his brother was a medical entomologist, and for what it's worth, I used to collect insects when I was younger. People usually only think of insects causing allergic symptoms in the setting of venemous insect stings. However, many other insects and related critters can cause allergic reactions. I have included below slides from a talk I gave on this. The talk goes over the difference between insects (bees, wasps, ladybugs, other beetles, etc.) and an arachnid (spiders, tics, dust mites, etc.). It then covers a variety of these organisms that can cause allergic reactions.
The history of using dyes made from insects goes back a long time. I have found some websites that provide interesting reading about this.
A. Brief report from ABC News in 2006 j.mp/I0hv7K
B. Encyclopedia of Entomology: history of how dyes are made from cochineal insects j.mp/I0hUqL
C. Webexibits.org: history of insect dyes j.mp/I0i5mb
D. Food-Info.net: discussion of cochineal and carmine dyes j.mp/I0ibKh
E. The Fascinating Story of How Those Tropical Insects Made It Into Your Starbucks Coffee -
Technology - The Atlantic Cities place matters http://j.mp/IQHlgp