I'm 99% sure that at some point they made mention that Sarah is a vegetarian, I think it was an episode where she was mad at Grissom and the reason was that he made her do something with raw meat.
But on the tnn rerun tonight he asked to borrow some of the beef jerky she's always eating to feed it to some crime scene bugs to keep them alive.
Am I wrong about it being mentioned that she is a vegetarian?

I remember some vegetarian talk in the episode where they burn the pig in the blanket.

You are correct...Sara stated that she was a vegetarian in a Season Two episode where Grissom makes a bullet out of meat.
(this is how someone was killed).

I think it was the "Halloween" episode of Season Two that begins with Grissom in some kind of training place where already dead humans have been placed to train future CSI teammembers.

clemente is almost correct. There was an episode (I think in late season 1) where Grissom wrapped a pig in a blanket to see how long it would take for the bugs to arive. This event is what caused Sara and Warrick to think about using a pig for the spontaneous combustion case in Season 2. If I'm not mistaken, it was also this event that made Sara decide to become a vegitarian. Before this, she was a carnivore.

Someone got killed with a meat bullet?! Was it frozen or something?

yes