I used to own a German Shepherd mix by the name of Rocky.  When Rocky was a pup, he explored everything and anything  - including eating bugs. 

I remember it was a hot summer day and Rocky was outside in the backyard.  I was inside the house doing something like cooking dinner or whatever.  I went to check on the little pup and I noticed he had something in his mouth.  He was chewing on something.  So, I went to investigate what was in his mouth.  I bent down to see what he was eating and it appeared he had caught a bug with wings.  It looked like a cicada!  Ewwww.  Each time he opened his mouth I could hear the bug's wings flapping rapidly trying to escape the jaws of my Rocky pup. My screams to "get that out of your mouth" didn't help either.  Rocky kept chewing up that bug like it was the tastiest thing he had had that day. It was totally disgusting!

Here's a pic of Rocky in his adult years guarding my garden!

Rocky - guarding the garden! - credit by Deb Turner

What's the craziest thing your dog or cat has eaten?