I have tried these, and they are surprisingly delicious: http://www.exo.co/

They are labelled as "Made with cricket flour", but other than that you wouldn't know it was any different from the dozens of similar protein/nutritional bars out there.

They are a bit expensive, but I highly recommend getting the sampler pack at least once if you're at all curious about the taste, texture, etc: http://www.exo.co/products/pre-order-multi-pack

This is the other "major" brand of cricket-based protein bars: http://chapul.com/