I've never raised locusts....but they are crop-eaters in the wild generally so I guess they might eat a variety of greens and veggies. Anyone else have a list?
"Most species of locust feed mainly on gramineous plants (plants belonging to the grass family). The Australian plague locust in particular prefers to feed on grasses and/or cereal crops such as wheat. However, they will eat a wide range of plants including grapevines and trees, especially when there is very little green grass available." http://www.daff.gov.au/content/output.cfm?ObjectID=2725210C-C2CE-4FBF-BE8CB3631552D485#faq13