Grasshoppers (chapulines) can be tasty. Don't eat the old bottled ones, the freshly cooked ones in the market are better, and can come spicy or not. And in three different sizes.
Chocolate prepared with water as a drink delves more deeply into the flavors. And I have to think that the newfangled trendiness of foams arose from the traditional foaming of the chocolate drinks in Oaxaca.
A favorite snack in Oaxaca is a combination of an ice cream (more like an ice milk) of leche quemada (burnt milk) and a sorbet of prickly pear. I used to think that leche quemada is a kind of milk caramel, but it's quite different. The ice milk has a distinct smokiness of food that was burned, and it does pair well with the sorbet. The nieves (sorbets and ice milks) aren't very sugary, and thus will not keep in the freezer long before ice crystal growth degrades the mouthfeel. But if you sacrifice long term storage, very nice flavors not clouded by too much sugar can emerge.