I intend to take trip to learn more about this and include this trip account in a book I will work on when the occasion allows it (since I'm now too busy for it).
I know that insect consumption is widespread in some Asian countries, such as Thailand.
But I would like to know if that's also the case in Japan. (Because if it is, I will choose Japan for my destination rather than Thailand).
You can eat insects in Japan, but they're not usually sold at any stalls.
Grasshoppers are common enough that most people in Japan know that they're eaten. You can sometimes find them at a normal grocery store.
Bea larvae are a specialty, cooked in rice. It can be expensive.
I've never heard of cockroaches being eaten in Japan.
Japan doesn't do the market stall thing too much. You can find food stalls at festivals, but they sell things like chocolate-covered bananas, takoyaki, okonomiyaki, fries, baked potatoes, grilled squid, etc.