Did the "Last Emperor" really find a live pet cricket when he returned to his throne in the Forbidden City?

Crickets are not long-lived, with a lifespan of only around three months. The use of the insect is symbolic. The cricket was kept as a pet in a cage, a situation not unlike Pu Yi's, as he was caged within the Forbidden City. The symbolism of the cricket in the final scenes could be interpreted in a multitude of ways:

1. The release of the cricket is a metaphor for the freedom that Pu Yi enjoyed as a simple gardener unfettered by the weighty duties of Empire. It provided him with some closure.
2. The fact that he proved to the boy that he was indeed the Son of Heaven by showing him the secret compartment, indicates a vain yearning for days of glory and power. The presence of this flicker of nostalgic yearning is confirmed by the fact that the cricket is still alive.
3. The release of the cricket could also symbolise the release provided by death, accentuated by the sudden disappearance of Pu Yi from the room. The visit as a tourist was something of a final goodbye.
4. By handing over the cricket to the young communist guard, the Last Emperor is handing the baton of power (and all that comes with it) to the next generation.

It's up to the audience to decide which interpretation is the best fit. But what is certain is that the scene is symbolic.

This is only a guess, but I think the cricket (kept in a box by Henry Pu Yi) was a metaphor for China. Even though Henry Pu Yi's life was transformed by the end of the monarchy in China...and China was transformed...my interpretation of the cricket scenes at the beginning and the end of the movie is that the cricket represents China...specifically China's transformation into Red China. Even though China went through political upheavals, a devastating civil war, World War II's carnage, China survived. The cricket is China itself.