Okay. Well, the best way to catch Cicadas is by getting up in the morning extra early. Before sun-up. They can be found crawling from the ground up into the trees around this time. Best get a flashlight to see them. And if you catch them before they come out of the shells, even better. But, the only cicadas I'd feed would be the ones fresh out of the shell since they will be soft-bodied.
How you can tell if you have a cicada:
Cicadas are a thumb-sized insect with big compound eyes and front legs similar to a praying mantis. When they emerge from the ground, they are mud-brown in color. But, when they come out, sometimes they range from light green and black, to brown and black. Some have red eyes, some have darker eyes. If you look under their heads, you will see a long rod-shaped object. That is how they feed on trees.
They are rather slow walking animals, and very clumsy fliers. If you use a butterfly net, good luck sneaking up on them. They are very good at catching movement and fly instantly. But, it can be done. Good luck hunting these buggers down. Shouldn't be much of a problem though... there are going to be thousands and thousands... Heh.