I guess we are a little more open minded. Just in the last year I have drank Pocari Sweat with burnt octopus and entire dried baby fish in Japan, and even horse sausage in Passau Germany. My wife likes her snacks of rotten eggs and fermented soybean paste.
If we were at the Olympics (which we were just discussing there very morning over coffee, we wish we had gone), I would view items like that as rare culinary opportunities.
One thing that I abhor when traveling is that you always run into that typical "doesn't have a clue" westerner, either with the giant US flag T-Shirt (size XXXL of course), boasting loudly, or even looking at another type of food say in a Tokyo mall and laughing and exclaiming "ah gross dude!".. Hehe
I hate to think of what some of the food vendors in China are going to have to deal with. And while I would not go out of my way to eat dog stew, well, if eating with friends, and if that's what they were eating, sure I would try it.
I think one of the very most important things would be to communicate as well as possible, about how to best enjoy some of the things -we- might find strange. Having a Chinese friend would probably be real important at that juncture. Such as, if trying a seahorse on a stick, which sounds great to me, do you eat the whole thing, just the tail? And what about a silkworm, do you shell it? The scorpions are probably wonderful as well. It would be a shame to go for far and miss out on such a rare opportunity. Just my 2 centipedes worth....