If the insects are fed naturally, it would probably be more cost effective to feed the chickens whatever you are feeding the insects. The only reason to introduce the insects would be if you were using something the chicken cannot eat, like wood.

Reminds me there are startups looking at vat grown protein using hydrogen and CO2 to feed nitrogen fixing bacteria.

An interesting thing is solar farms are maybe 30-50 times more efficient than corn. So the above isn't insane on the face of it.