I found this cute craft on the Better Homes and Garden website. My kids saw it and could not wait to make it (because it is a bug). I made some modifications to it to make it a little easier for younger kids. Do not be scared of the paint because you do not have to use it. I know paint can be messy.
You will need toilet paper roll, scissors, glue, pom-poms, paint or markers or green construction paper for the body (to make the toilet paper roll green), wiggly eyes, chenille stems, green foam sheet or construction paper and a pencil.
Have the kids paint the toilet paper roll green. OR you can have them color it with a marker OR just wrap it in green construction paper and glue it.
For the nose, I cut a triangle out of craft foam sheet and folded 2 of the corners and glued them together.
Curl the ends of the chenille stems. Then glue on the chenille stems for the antennae.
Glue on the back legs. I also made front legs by cutting out a "U" shape and gluing it to the bottom of the front of the toilet paper roll.