These are either Saturniidae, or a closely related family (Thanks, Boris!).

Live "Nhộng Tằm" worms sold in Food Market (don't lick your screen!)

Best eaten fried (really crispy!). Nhộng Tam worms are a delicacy in some parts of Vietnam, but I didn't get a change to try that for diner.

Those are some type of Silkworms (but not Lepidoptera). They produce a cocoon that is harvested by the tribe people in Northern Vietnam. They are most likely moth larvae, either Saturniidae, or a closely related family.

After beeing extracted from the silk cocoon, the worms are eaten (naturally!). I'm not sure how they are cooked or served, though...

If you know the genus of those insect larvae, please post a comment or email me.