And they have the cutest wing buds, to cover them up. Not all species have wings, and its rare to see their clumsy flight. Here are some pictures of one shedding its skin, as it grows larger, and you can clearly see the wings.
Here he is in full portrait
Here is another one, still with its head inside in the moult, and they emerge backwards from their sloughed skin (unlike a snake), with their super long antennae the last thing to appear.