Do grasshoppers turn into anything

no

The female lays a fertilized egg pod, The egg pod contains several dozens of tightly packed eggs that look like thin rice grains. The eggs stay there through the winter, and hatch when the weather has warmed sufficiently.

The first nymph to hatch tunnels up through the ground, and the rest follow.

Grasshoppers develop through stages and progressively get larger in body and wing size. This development is referred to as incomplete metamorphosis since the young are rather similar to the adult.