In a conventional fondue pot, double boiler, or electric fondue maker, combine the half and half and heavy cream. Warm on medium-heat until small bubbles begin to form around the edges.
Reduce the heat slightly and gradually add the chocolate, whisking after each addition to melt the chocolate and thoroughly combine.
When chocolate is completely blended, add the cinnamon, chile powder, and Kahlúa.
Pierce individual chapulines with 6-inch bamboo skewers, then dip each small grasshopper into the chocolate mixture.
Allow the chocolate-covered chapulines to cool slightly before eating.