I feed some of my fish large numbers of grasshoppers, crickets, worms, etc. collected around my home...BUT...I live out in the country and never, ever use any kind of pesticides or chemicals on my acreage. My bugs are organic.
If you live in the city, or close to neighbours or farmers who spray toxic chemicals...or if you yourself use such chemicals on your own property...then I would forget about feeding wild-caught goodies to your fish.