The following NASA information casts some doubt about the nature of the "bugs" on Mars.
[link]
http://tinyurl.com/3gsp6b
The substrate for the Sol 123 photos in question is magnetic. The orange rocks are magnetic. The "bugs legs" may be magnetic dust attracted in filament form. I don't know what would explain the spade like "tails" that stick up occasionally though, or the existence of one in the Sol 112 photos at rotational position 6134 that I made my first movie from.
HH