I'm no chick expert, so you might be best off getting some more opinions on this, but...
I would say it really depends on the size of the bugs and the chicks. Some breeds grow faster than others. If the bugs seem as big as or any bigger than the chick's beak, I would not feed it to them. I don't know if this is necessary, but we never give our chicks anything that can fly or hop, we think it might scare them a bit. Crawly things are fine with them, though. If you were more wondering if it would hurt them nutritionally, I don't think so. I mean, if you think about it chicks being raised outside basically live off of small bugs! Hope this helps a bit.
ok thanks Haha funny story: so yesterday an ant was in their brooder, and they all crowded around it and sort of stared at it. Then Peaches pecked at it, and flung it across the brooder haha! Just picked it up in her beaks and there it flew! But they didn't eat it. I've heard they don't really like ants that much.