As a Texas man I have been wondering this same thing... We get them in the zillions out here every night... I bet if you gut load them the should be no problem... But I could be wrong
I would think if u could gut load them with sum pesticide free food they would be ok. But they eat my roses up and I dust em so I know the ones in my hood are not safe. Hate june bugs myself.
I live in Ohio too. I have fed them to my bearded dragon no problem. He runs around like godzilla, pigging them down. My chams are too small to fed them.