The Chinese deep fry scorpions now but those are relatively dry land scorpions that easily fit in the deep fryer.
Arachnids are rather remotely related to lobsters but maybe cooking this critter like lobster would work.
Fish inventing jaws and teeth kind of deprived us of the opportunity to try this critter, but then again, being descended from fish if they hadn't invented jaws and teeth we'd have to make it into soup. We'd have to make everything into soup.