They taste like french fries, says Dr. Zohar Amar of Bar-Ilan University, who conveniently published a book just four months ago entitled The Locust in Jewish Tradition. Regarding the blessing, Dr. Amar explains:
"Rabbi Yehuda said that no blessing should be said because locusts were a plague. But the sages decreed that the blessing shehakol be recited, thereby acknowledging that though it causes damage, the locust was also a good source of food. In fact, it consists of 60 percent protein and provides plenty of vitamins."
The taste, he says, "varies, depending on what the locusts have eaten. A locust that has just gorged himself in a sesame field will taste of sesame seeds."