In Thailand, a lot of Exotic snack like Locust, Cricket, Scorpion, Tarantula, Bamboo maggot, mango tree ant's egg and Giant water bug. Waterbugs is look similar to cockroach but it's not because it live in the fresh water.

http://www4.uwm.edu/fieldstation/naturalhistory/bugoftheweek/giant-water...

for Cockroach, it reserved for you in case no more chicken menu :)