Herbivorous insects' feces is mostly dirt. That's part of where dirt comes from.

Never fear: it's not enough to cause any more of a problem than the stuff that doesn't rinse off that carrot you just pulled up and ate out of your garden.

Diseases that kill insects don't generally kill people, so the kind of contamination prevented by handwashing in the bathroom doesn't pertain.

Now, anyone who sprays their yard with any kind of pesticide, to kill animals or plants, had best not consume the bugs from the yard. The chemical poisons are more harmful than the biological contaminants when it comes to eating insects.

If you are really concerned, you can keep them for a couple of hours until they eliminate whatever is left of their last meal, rinse them off, and blanch them.