1.Place bugs upside down on board; cut tail from body, discard body. Using scissors, cut soft shell from underneath tails to expose meat; cut tails in half lengthways. Discard back vein.
2.To make herbed butter, beat butter, rind and juice in small bowl with electric mixer until light and fluffy. Stir in herbs and garlic.
3.Melt half the herb butter in small saucepan. Brush mushrooms with half the melted butter; cook on heated oiled grill plate until tender.
4.Brush bugs with remaining melted butter mixture; cook on grill plate.
5.Serve endive and mushrooms with bug halves; top with remaining herb butter.
These small sand lobsters can be bought cooked or alive. Their flesh, which is mostly in the tail, resembles lobster in taste and texture. The tail is the only part of the bug that is eaten. Discard the body. Allow one large or two small bugs per serving.