i cant find grasshoppers on that site, and i have never seen them for sale as livefood, but if you do manage to get hold of them then i imagine they would be fine as feeder food, size permitting (the only grasshoppers i have seen have been in the fields, and they have been fairly small, around 1", no more than 2 inches). i have never known them to be bred as feeder food so don't know if they would stink or not, i would imagine not especially. i am in london too, do you know enfield? theres a place called crews hill in enfield where i usually go to get livefood. they do most livefood you can think of (and that has been mentioned in this thread) including recently pinkie maggots (greenbottles). theres a pet shop in lewisham that does livefood (well, crickets and locusts, i cant remember much else). also a couple of years ago i went to a reptile shop in walthamstow that had some livefood. hopefully other london dwellers can point out more places. and then of course there is always online! but those are the only bricks and mortar london places i know of. well, enfield is cutting it a bit fine, its basically the countryside... but you can get the overground there from highbury & islington (and i THINK kings cross). hope this helps.
EDIT: i left out my favourite feeder food! and thats bluebottle flies. i get them (in maggot form, but the shop also sells casters/pupae... not sure if they would hatch, maybe they are treated in some form to keep them casters? just a guess, i imagine this would be useful for fisherman if the casters never hatched out) in tubs from a fishing shop in north finchley. i'm sure armed with the yellow pages/yell.com and a bit of ringing around you could find a fishing shop nearer to you that stocks maggots too. theyre really great mantis food!