The only thing out of all of that stuff that seems in any way crazy was the crocodile with an orange in it's mouth. From the couple of times I've eaten crocodile, it doesn't seem like orange would be a good partner food. Also, I wouldn't have thought that the orange would survive the amount of time you would need to spend roasting it.
Of course, that's just based on my limited experience. I'm prepared to accept that there is some kind of crocodile tongue and marmalade delicacy in parts of China and, if you told me that with some degree of sincerity, I would probably give it a go. I'm mindful though that this is exactly the sort of mentality that is responsible for the British appetite for the dish we like to call Vindaloo.
All the other stuff in that link make a lot of sense to me to be selling en masse to Chinese people. I would imagine that you would find a lot of equivalents in American Walmarts. Maybe the live food would have a hard time being pared up. In all honesty, I would rather be cooking with some of the stuff in that gallery than the 10kg bags of minced beef and chicken wings I know you can buy in some Walmarts in the US.
Interesting anecdote for all you USAnians though. I went on to the Walmart website to check if I could link to the huge economy bags of frozen meat. I didn't find it, but I got the usual stuff I would expect like ground beef, jerky, beef sticks etc. Then I noticed there was another check box down the side for Frog. Out of curiosity I selected that as well. No surprises, the bag of pre-prepared frogs legs popped up in the products available. But so did, corned beef, more jerky options, burgers and my personal favourite - steak. I don't have an issue with eating frog, I've quite enjoyed it before, but if I ever come to the US again, I'm going to be very selective about the meat that I eat. This puts the Tesco horsemeat saga look barely off species.