Judging from the Google results I just got, these are apparently a mythical foodstuff among SF fans. No one's quite sure what they are, but most agree that they're decidedly unpleasant.
However, I know what they are, because I've read (or at least started to read) The Gripping Hand, by Larry Niven and Jerry Pournelle. Greeps are an alien species vaguely like crabs, but less aquatic. They are served live in local restaurants in a large shallow bowl with edges just steep enough to prevent them from escaping. You stab one in the neck with a crottling fork, expose the meat, and eat it while it's still moving. The scene in the book where the protaganist orders them is quite memorable, and culminates with the line, "So, wretched sand dweller! Now you will tell me of your troop movements!"

It's also my band name. So don't steal it.