Cockroaches are an excellent source of protein and are considered delicacies in several Southeast Asian countries, most notably Thailand and Viet Nam.

They are often served roasted, or, for a special treat, are eaten alive by folding the wings back, one in each hand, and biting off the abdomen.

I'm surprised the Mandalay Bay didn't add them to the menu and offer them as an appetizer for $19.95 as snob appeal.