Are Snake Millipedes Insects

Yes, there are worms snakes who eat worms.

Then there are some grass snakes (smooth and rough one) who eat only insects, like crashhoppers and roaches. They are bit tricky to keep and thou they are small, You just can have to large cage for these active creatures. More room, happyer they are. Also they get stressed easyly so if You take one, dont bother it do much, let it do what it wants. they safe to handle for You but like I sayd, they get stressed easyly and can stop eating/die.