Yeah, I've tried a few. Tarantula, live Crickets, raw Snails, raw fish and fish eyes. Neither tasted too bad really, you just put it to the back of your mind.
On the other hand though, this is not something I'd do out in the bush. If you've really got to resort to that sort of thing in bushcraft you're doing something wrong.
In my opinion, it's only something to do in an actual survival situation.