Yup! Plug your nose and swallow fast... use water! There are lots of other methods out there, but a bug is a bug no matter how you prepare it...

From "213 Things Skippy Can No Longer Do in the U.S. Army!" #189. Do not dare SERE graduates to eat bugs. They will always do it.
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"Trust in God --and press-check. You cannot ignore danger and call it faith." -Duke