The first time I got to play with my kitty in the shelters interaction room, there was a fly in there and she caught and ate it within no time. Hasn't been any in my place now that I know of, but I have found a half eaten cricket, just the legs left hehe.
You wanna see some entertainment? - point your kitty to the next spider you find, they paw at and might try to eat but will spit out cause prickly then continue to paw/play when it tries to run.
Guess I'm a little twisted cause one of these days when another grass hopper jumps on me I might let kitty play with it.