Found insect in broccoli. What are my rights?

Hi.
Dad bought some brocolli and we had it for dinner today.

The family were eating away when I got home and as I was plating my dinner noticed something in the water. I thought it was a leaf but its an insect of some sort.

I didn't have the brocolli, but what should we do. Mom and dad are feeling a bit queasy.

it was purchased from Lidl, and was a stalk of brocolli packed in cellophane. Product of origin in Spain.

Please see pic below.

Any ideas what this is?

Thanks for any advice.