"жучок" is not culinary term.
There is recipe of cookies named "жучки" because of their shape and this one.
I can only guess:
1. Shape of this folded slices of fish may looks like cockroach torso.
2. Last stage of recipe (tight folding) could be described by someone as "жучить" (punish) and product of action can be named from scheme "пучить/пучок, тыкать/тычок - жучить/жучок".
It not sound appetizing anyway, so this name is strange indeed.