Chitosan are made from the exoskeletons of crustaceans and even fungi have some chitin. These days we tend not to eat these parts so much, at least in Western cultures. Shrimp come peeled and most of us leave the tail and aren’t used to eating crickets.
On the other hand, eating bugs whole has been a practice of humans for centuries and many non-Western cultures still practice it. Peeling a cricket is way more trouble than it’s worth. Those who choose to eat crickets are much better off popping the whole thing in their mouth. It’s much more convenient and nutritious.
I know that the idea of eating crickets sounds icky, but it’s very Paleo. If you’re feeling adventurous, go for it. If you can’t quite stomach the idea of eating bugs, try eating your shrimp with the tail. It’s an excellent Paleo source of soluble fiber.
Mark Sisson gives chitosan his seal of approval in this blog post.