Grasshoppers taste much like whatever they've been eating. I prefer eating them whole and live. I usually gather them while gathering other wild edibles, so basically eat them as I catch them. Land to mouth, so to speak. How crunchy they are depends on what life stage they're in. If you eat the earlier instar stages, they are softer. If you eat the adults with fully developed wings, their exoskeletons are also mature so they are a bit crunchy. Not the most tasty thing in the world, but certainly no off-putting either.
I suspect that insects were probably hominin's gateway animal food, that is they were the animal food we began eating that initiated the many physiological changes that drew us away from a largely herbivorous diet as was seen in other great apes and towards the more omnivorous diet humans seem to thrive on today. It's a shame so many people find insects so disagreeable. I hope to interview the owner of Tomorrow's Harvest on my podcast sometime soon. He's done a lot of research into this area.