Chicks afraid of butterflies is pretty funny. I suspect they will grow out of that fear pretty soon!Mine are afraid of butterflies. It's a whole thing that involves screeching and running and flinging of shavings when one flies close to the run. They're 7 weeks old. So it could be that the big bug scared them. It might be the younger kids bumping the brooder. Or they might just be in a phase. I've got some 5 week olds that thought I was the devil for a while. Then all of a sudden, they decided they like me. I've got 3 week olds who liked me at first and then after I had to euthanize one of their brooder mates that was a FTT, they are scared of me too. I don't know if it's the brooder mate that disappeared or just coincidence in the timing that got them.
Either way, don't worry too much. Your chicks will probably come back around.
ETA- if these folks say it wasn't the bug, believe them. Lol, I'm very new to chickens, and they know more than I do. I know for a fact mine are afraid of butterflies, but if these folks don't think a grasshopper would scare them, they're likely correct.