The salty fried grasshoppers known as chapulines generally disappear quickly from the shelves of bodegas across the region. But New Jersey health officials issued an advisory this week saying that the grasshopper treats, from Mexico, might have dangerously high levels of lead. The warning, from the New Jersey Department of Health and Senior Services, stated that pregnant women and young children were especially at risk. It instructed consumers to stop eating the grasshoppers and to seek advice from physicians about being tested for lead poisoning. The alert also said some of the grasshoppers studied had lead levels that were 60 times the safe daily amount for children under 6. The New York State and City Health Departments have yet to issue warnings of their own. Spokesmen from each department said they were reviewing the situation.