Who to Cook: Newly hatched cicadas, called tenerals, are considered best for eating because their shells have not hardened. It is best to collect these in the very early hours of the morning, just after they have emerged but before they have time to climb up out reach. The best way to do this is to simply go outside with a brown paper bag and start scooping them in. You can cook with them immediately, or refrigerate them (they will remain alive but will mature much more slowly) or freeze them.
Keep in mind that freezing will work best for those that you are going to roast, as the consistency of the cicada may change and make them inappropriate for dishes that call for fresh cicadas. If you are unable to get any tenerals, then mature females are the next best thing. Adult males have very hollow abdomens and will not be much of a mouthful, but the females are filled with fat. Just be sure to remove all the hard parts, such as wings and legs, before you use the adults. These parts will not harm you, but they are also not very tasty.