If he just ate the one then he'll be okay. Given that, he is still relatively young and keep a close eye on him. One bug won't hurt but if it carried a parasite then there is cause for alarm. Keep a close eye on his fecal matter and eating habits, if anything happens out of the ordinary within two weeks then take him to a vet. Other than that? You should be okay.
Oh my, that could not have tasted very good at all though!
As far as I know, they are not toxic but they might cause an upset tummy. If he seems to have
an upset system, you can get some probiotics such as non dairy acidophiliz, or non dairy organic
soy yogurt to help him out.
You can make a detox slurry for him if needed, too. Get some parsley, cilantro, oregano & basil
to mix together using either water or diluted cranberry juice to give to him. That will help to detox
his system. If you have any activated charcoal powder, you can add a tiny pinch to that also.
Let us know how he is doing.