Dannon and Yoplait strawberry yogurt and Ocean Spray pink-grapefruit juice drink, and many other red foods are made with bugs. A common food coloring called cochineal extract (or sometimes carmine or carminic acid) is used in many red foods and drinks.
Cochineal gets its red color from an insect called Dactylopius coccus Costa, which feeds on red cactus berries.
To make cochineal, the insects are dried and then ground up into a powder. You'll find it in lots of processed pink, red or purple foods. Somehow knowing this does not bug me as much as I thought it would.