Nah, the June Bugs won't hurt them AT ALL. My Mini Dachshund eats them ALL the time (yeah, gross, I know...but she eats EVERYTHING - Doxies are known for that)

My little Yorkie Tatum plays with them constantly, but NEVER eats them. And of course my male Yorkie, Stedman is too much of a big baby and is way too prissy to even go near them lol