I've eaten them here in FL after reading this post by a friend.
http://www.spearboard.com/showthread.php?t=72091
It's a crunchy shrimp but no meat. Me and a friend ate a bunch then we both got a buzz, must be the iodine, drugs that wash up on shore over here, or something else. I used a bucket with holes in it to strain the sand.
They are pretty hard to spot at first unless you have someone show you what to look for. Once you know what to look for you can catch a ton. They sense vibrations so you don't look for them right around you. You have to spot them and ambush them quickly.
Look for a fisherman on shore he'll know how to catch them.