This is ridiculous. Of course people are investigating the safety of insects as food, it's a natural response to a new type of food coming onto the markets. Of course, when I say 'new', it's really only new to certain cultures while other cultures have been eating insects for as long as people have been eating.
Anyway,
Insects as food and feed: what are the risks? | European Food Safety Authority
The EFSA finds that insects are similar in risks to other animal foods, and highlights some issues that would make insects more dangerous as food (ie, if you feed the insects with products from ruminants you risk contaminating the insects with prions like bovine spongiform encephalopathy.)
This paper on crickets as food includes citations that crickets are unlikely to carry dangerous pathogens (but there are risks of heavy metal poisoning and allergic reactions, making it important to use farm-raised crickets to avoid concentrations of heavy metals and also to take appropriate allergy safety precautions). The paper also points out that there are no food safety laws specifically pertaining to insects but they we should have them if this is going to be a growing industry.
http://sites.lsa.umich.edu/sustaina...ds/sites/139/2016/05/Rachael-Lacey_Thesis.pdf
There's a ton more out there. And yes, there are important food safety concerns especially with insects that consume animal waste but much less with insects that consume plant matter (like crickets or the grasshoppers that you've given special approval to). Mostly this means you need to be careful about what you feed the insects and the conditions that you raise them in so that you don't contaminate them with things that can affect people.
It's also quite important that we do establish good food safety standards for farming insects, and honestly, the sooner the better. At least in the U.S. the existing livestock industry fights tooth and nail to preserve profits resulting in some various dubious practices continuing to be allowed (you really don't want to know what the conditions for mass produced chicken or beef look or smell like, it's pretty unappetizing.) I'd love to see good food safety standards put in place before the industry really takes off.
What we don't need, however, is baseless hysteria around the issue. Yes, there are many insects that are full of terrible bacteria and would make you sick - that's because those insects are eating feces or rotting meat, or are crawling around on dirty floors, etc. Farm-raised insects on the other hand, are only exposed to what the farmer gives them. If you don't put them in contact with disease-causing microbes they won't contain disease-causing microbes.