Of what did they taste?

[dancing spawn of ungoliant]

Balrogs taste like chicken, or so I've heard on many occasions. Most likely they taste like chicken wings

I wouldn't recommend anyone to eat balrog. There's way too much carcinogens: you would just end up with a cancer.

Could the Fea affect the taste of a race?

I'm sure that there are major flavour dissimilarities even between individuals of one species caused by their personalities. For example, an orc who drinks plenty of water and spends enough time in the sun (for vitamin D) is bound to taste less salty than some other orc who sucks a lick stone and watches cable all days long.