Recipe! ROTFLMAO .... Everyone knows that they're just roasted over an open flame and eaten straight away. When I was in the Peruvian jungle in 1997, we'd sometimes wrap 'em with leaves and bake 'em, but for the most part they were cooked over an open flame.
For more sensitive North American palates:Spider Salad
BTW, I've only had the Peruvian Pinktoe, which is generally found in the northeastern forests of Peru. Try to use only the male of the species - they're generally larger and better from an ecological perspective.