How to eat it? - Whole. No kidding. There’s no special technique. Just bite on it.
How does it taste? – Not so great to be frank. It’s very bitter. Not mention that its carapace is very hard to chew. Honestly – this snack you can easily skip. Not worth the money. If you won’t to try something peculiar while in China go for little brown scorpions. They’re really delicious.