BoGoWo, you're going to have to use your own disgression on this. For my part, I think that the chocolate overpowers the delicate aromas ot the insects. I sometimes dip the little ones, because it's an excuse to eat chocolate, but i think the big ones should be eated chocolate-less, insects are the tastiest treat available you know , you wouldn't want to waste them/.
Trust me on this, I'm a student so of course I've had to eat an insect or two for the protein (although I'd eat them anyhow) .