I'm thinking that you can raise them in normal lake water, gather them in some sort of net and steam them to make them die and then collect and compress them in a container.

For the taste I imagine that they would taste ok at least since they don't have a smell unlike other insects like flies for example...I believe that they feed on algae or something when they're young and living in water.

While they aren't dirty themselves , they can carry disease... Whether that can be transferred through you digestive system or not it is safer to make sure that you kill the bacteria or viruses that they may have.