This is exactly what I eat - several times a week. I thank the smiling cartoon pig/fish/squid/shrimp for giving his/her life and go on to fight another day. Without the street food of Thailand I would be dead by now.
I have not tried the rats, and I did not enjoy the bugs, but all the other bbq is fair game. I don't know what a lot of it is, but I can afford it and it keeps me healthy. For some reason before I got here, I thought Buddhists were vegetarian, but that turns out not to be the case.
I've had to change a lot of my prior beliefs to live here and so far, so good :)