Further to my post from yesterday, I stumbled across an interesting article from the 1818 edition of the Philosophical Transactions of the Royal Society of London, volume 108, pages 110 to 117. The paper was called 'A Few Facts Relative to the Colouring Matters of Some Vegetation' by James Smithson – an interesting person that I'm planning on digging up more information on.
I found this buried at the end in a section called 'Some Animal Greens':
There are small gnats of a green colour: crushed on paper, they make a green stain, which is permanent.
This brings to mind a child squishing bugs to see what colour their insides are. I've found no other reference to green dyes from gnats, so I'm assuming crushing gnats didn't make it into commercial production.