Opportunistic feeders in the wild will no doubt enjoy whatever nature provides. Haven't notice my parrots eating creepy crawly bugs, but perhaps they get enough protein from their basic diet. We're mostly vegetarian except for fish, and I don't give them seafood.
Dexter loves bit of protein in the form of chicken, fish or egg. I'm glad to hear that we're not total cannibals for offering him poultry. He gets very small amounts, very occasionally. I wonder if I should offer it more often.