A common source of protein in Mexico, fried grasshoppers are slowly catching on across the American southwest. They're typically served in a corn tortilla and lightly flavored with salt and lemon. The problem is, the little critters are falling afoul of local health departments. Which is why, if you're cruising through Phoenix, you'll need to ask the counterperson at Mini Mercado Oaxaca for chapulines. If they're in stock, you're in luck.