 Also, it's full of calcium. While many of us may be hesitant to put an air-fried cicada in our mouths, no matter what sauce is on top, others are more adventurous. Mitchell has been studying and eating all sorts of insects for years and will plan to plate up a variety of cicada delicacies during the August event. I'll be cooking both the adult and the nymph. This is important because once an adult emerges, its exoskeleton is really hard. It's got those long wings.