Mangda are large insects about 8 cms long, that live in rice fields in Northern Thailand. During the evening they fly around lights and are easily netted and eaten. Mang-da is also the name given to boyfriends who live off their girlfriends. They get the name because they flit from light to light. Similar to the English phrase 'bar-fly'. Someone is said to be a mang-da if their girlfriends work and they don't.
They're really difficult to photograph, I had to include some leaves in the photo to get them to calm down, so forgive the rather badly composed photograph.

Uses
They're are pounded and used as a popular flavouring in many dishes, a very common Thai ingredient is Mang-da flavour Nam Prik (spicy chilli paste used to add flavour and spice to dishes). You can even get this is from Asian grocers, look for Mang-da flavoured chilli pastes.
They are also dry fried or grilled and eaten as is, removing the shell and legs.