Take it back...
It indicates at the least that the nutritional quality of the feed is compromised and at the worst that mycotoxin may be present.
If ya want your birds to eat bugs then let them free range (their free)
I have *never* had bugs in my animal feed and we've been operating a small farm for 21 years. Some bugs give off dropping that can be quite toxic. Be sure to store in sealed containers and never use anything that has become damp. If you feel the problem occurred at the feed store, return it, or if you feel you may have caused it be very careful so you don;t sicken your birds.