I have yet to find out what they are called here in Zambia. In the part of Namibia in which I lived they are called Malindilindi, nicknamed 4x4s as they are almost completely indestructible. The posh name is Armoured Ground Cricket or Acanthoplus discoidalis, but that is not as exciting as calling it a 4x4. Or perhaps in this day and age, an SUV. Or a Hummer.
They are not totally indestructible however. Much as an SUV could surely be blown up with some dynamite, the crickets can be killed if you drive over them. Several times. Back and forth. But I wouldn't advise it. For inside is something like custard. Except it's not custard, obviously, and therefore not much good for your rice pudding.