If you know the genus of those insect larvae, please post a comment!
Live "Nhộng Tằm" worms sold in Food Market (don't lick your screen!)
Best eaten fried (really crispy!). Nhộng Tam worms are a delicacy in some parts of Vietnam, but I didn't get a change to try that for diner.
Those are some type of Silkworms (but not Lepidoptera). They produce a cocoon that is harvested by the tribe people in Northern Vietnam. They are most likely moth larvae, either Saturniidae, or a closely related family.
After beeing extracted from the silk cocoon, the worms are eaten (naturally!). I'm not sure how they are cooked or served, though...