When you heat the June Bugs they kind of pop like popcorn. The wings and legs stick straight out away from the body so they are easy to grab (though small) and pull them off from the thorax.

I sauteed them in oil, but next time I'll either toss them in a hot pan or roast them in the toaster oven. DW hid the popcorn popper... Native American just toss them onto hot coals. I might try that this weekend if I catch some on my camping trip.

-Blast, because God didn't give everyone equal senses of self preservation...