Eating roaches won't kill you unless they're contaminated. Thirty other contestants and none of them got sick. It might just be that the guy stuffed himself too much and had a heart attack or something. It was an eating contest, and he looked a lot like Walter Sobchak.
In fact, there's a lot of episodes of shows like Bizarre Foods etc. where people eat roaches. They do it all the time. Usually they're cooked first. Bugs are eaten by 2 billion people around the world. They're a cheap source of protein.
Yeah, I think even in the poor countries they still like to fry the bugs first. These were LIVE. The guys stomach was probably full of crazy acids and enzymes and god fucking knows what else their ichor contains. Sorry I don't get many chances to use the word ichor, I don't write alien fanfiction.