Yes, locusts are ḥalāl and are one of the exceptions that may be eaten without ritual slaughter (dhakāh), like fish. ʿAbdullāh ibn Abī Awfā said, 'We fought seven battles along with the Prophet ﷺ and we used to eat locusts.' So catching and eating them, without needing to say Bismillāh over a slaughter or to drain blood, is established by the Sunnah.
Evidence — the daleel
Sahih al-Bukhari 5495 ṢaḥīḥSahih Muslim 1952 Ṣaḥīḥ
On deen2u
Informational, not a personal fatwa. Consult a qualified scholar for rulings on your situation.