For those who think they've never eaten a bug: shrimp, crab, and lobsters are arthropods, just like insects, so if you've eaten those things, you've eaten something that is biologically equivalent to a water bug. (You've probably eaten flying bugs inadventedly as well.)
The University of Ohio estimates that Americans unknowingly eat between one and two pounds of insects per year.
Our aversion to eating bugs is quite cultural. There are other cultures that eat insects, and apparently, they can be quite tasty. (I, however, have never tried and so do not speak from experience.) One description of the taste of a Witchetty grub (native to Australia) is as follows: "nut-flavored scrambled eggs and mild mozzarella". So when your daughter told you that the bug she was eating was tasty, she was probably right. You just didn't know because you've never tried.
They can also be healthy for humans. According to one of my sources, "Insects are richer in minerals and healthy fats than beef or pork." "A hundred grams of dehydrated cricket contains 1,550 milligrams of iron, 340 milligrams of calcium, and 25 milligrams of zinc ..." They apparently have a lot of protein in them as well.
As for a chin eating a bug, I don't think they have a lot of sugar, so at least you don't have to worry about that.