I think that Scott was just assuming that the majority of his readers are within the class of people who don't like to, or have never tried locusts. And as for eating locusts in hell, as far as I know, nowhere in the Bible does it say that people have to eat locusts in hell, locusts are used as a plague or a punishment, which is what pub would use it for.
I took it as Dexter takes it. In the afterlife, the pointy-headed boss learned management techniques with an emphasis on punishment, such as feeding people locusts. I'm assuming Scott doesn't know, or doesn't care, that in parts of the world people are perfectly happy to eat locusts.