...I'm guessing that the Crickets would taste like cooked prawn heads and the Goat would be a real 'gamey' taste... either way... I would try the both of them... I'll taste anything once 9/10... I even ate a raw oyster once... yep!... just the once!... cheers.
I know a lot of other cultures love goat, and use it in preference to beef or lamb. I suspect it is something you need to cook low and slow