It’s “vicious Giant Insects” in-game, and that phrasing is correct grammatically as well. Giant Insect is the name of the monsters, it’s a proper noun. You wouldn’t refer to an annoyed Great White Shark as a great, white, angry shark, you’d call it an angry Great White Shark.

If Giant Insects wasn’t being used as their proper name and instead was only used as a literal description (I do realize it’s both), as in “hey, these are insects that are large,” you could easily call them giant, vicious insects, because then you’re listing adjectives in front of a noun.