Apart from the fact they probably wouldn't be easy to catch, there is a lot of red tape and permits you need to bring a critter into this country. Kevin Porter ran into all of that when he was having some turkey EGGS shipped in. Health permits, and, and... USDA has lots of requirements to ship in live critters or food items (so you can't bring in eggs and say they are for eating either). You would probably need a permit to bring them in dead, too.thanks for that link!
I wonder if it would be OK to go on a 'hunt', and just catch them live to take home? Can't see the difference between taking some dead ones or living ones.