Does any kind of insect have meat in their body?

Yes, most adult bugs are composed of 50-70% protein. Their exoskeletons, while crunchy, cannot be digested by humans and may pass completely through the alimentary canal, but their insides can provide significant calories and nutrition. Even when insects are fried whole, as with mealworms, crickets, grasshoppers, etc., not the entire bug can ultimately be digested.