Grasshopper season is at its peak in Texas. At night, I like to go out with a flashlight and pick the unsuspecting, sleeping grasshoppers off the Johnson grass stalks (easiest way to catch them, but they will catch on over time and jump at the slightest hint of a flashlight). Captured grasshoppers are then fed to chickens in the morning OR frozen for use as fishing bait at a later date.
BTW, I wouldn't ship grasshoppers. They are gross! Their self-defense "tobacco" smells terrible if you don't wash the jar you keep them in!
Warning! Grasshoppers in my neck of the woods have worms and will pass these worms on to your chickens! We learned this from a Nutrena workshop: you can feed pumpkin seeds to your chickens in the fall to deworm them. Easiest way is to buy a few pumpkins at Halloween and use the seeds after you make your Jack-o-Laterns.