I feel really sorry for these crickets (grass hoppers/locusts). I'm Buddhist and we believe that if you kill animals to eat it is good, but to kill animals otherwise is bad.
The reason I feel sorry for these crickets, is that crickets and bugs in general sold in Bangkok aren't sold mainly to Thais, but to tourists. Eating bugs in Thailand has become a sort of right-of-passage for western teenage tourists to prove how manly and world-wise they are - bad in Buddhism.
Not a food with a crunchy texture eaten by farmers as a cheap source of protein and to get rid of pests, which is good in Buddhism.
Meanwhile young Bangkok Thais would never touch this, they eat ice cream in Svenson, and pizza in the Pizza company, to prove how grown up they are.
If you must eat them, buy from a vendor in a busy area so you know they are fresh, and eat all you buy. They are cooked in hot oil and fried quickly, and normally eaten with Maggi sauce and pepper. Enjoy them! It's a food, a crunchy treat, not a punishment! Think of them as shrimp that fly instead of swim.