Mine never had grasshoppers, they used to eat spiders that wandered into the
cage though as occasionally I'd find the bits!! I always wondered why there
were never any cobwebs near the cages, it took years for the penny to
drop.lol!
I know some people give them as an occasional treat. I would think its
probably best to give a variety of different stuff as well as their usual
mix, so they get a balanced diet.

)