I'd try a pale ale to keep the bug yuck flavor and aroma at the fore. Don't forget to grind them very small, to aid in extraction. Do it before your main grain grind, for extra flavor and aroma. I'd also add some post fermentation as a "dry-stinking" to really add some aroma; fermentation c02 may scrub some of that out. The dry stinking addition can be whole bugs, to prevent problems siphoning.
When it comes to bottling/kegging, carb this on the high side to make for a big head when pouring. Serve a whole bug on top of the head for extra visual appeal.
*Member: The HBT Sweaty Fat Guys Cigar Club