It's not a good idea to generalize broad categories of insects as safe or toxic. There are non- toxic butterflies and toxic grasshoppers and moths. It's better to look at the characteristics of the individual insect species- if it's slow moving, unafraid, conspicuous, brightly colored, or occurs in large groups, you can bet it's poisonous. If it's well camouflaged or otherwise cryptic, or it's fast, skittish and hard to catch, it's probably safe. If you make a mistake, since grays co- evolved with all the insects in their environment, there's a good chance they'll have some immunity to the toxin or at least know better than to eat it- but better safe than sorry, especially with all the invasive species these days.