The Mexican jumping bean, Laspeyresia saltitans, consists of a hollow seed housing a moth larva. Heating by the sun induces movements by the larva which appear as rolls, jumps and flips by the bean. In this combined experimental, numerical and robotic study, we investigate this unique means of rolling locomotion. Time-lapse videography is used to record bean trajectories across a series of terrain types, including one-dimensional channels and planar surfaces of varying inclination. We find that the shell encumbers the larva's locomotion, decreasing its speed on flat surfaces by threefold. We also observe that the two-dimensional search algorithm of the bean resembles the run-and-tumble search of bacteria. We test this search algorithm using both an agent-based simulation and a wheeled Scribbler robot. The algorithm succeeds in propelling the robot away from regions of high temperature and may have application in biomimetic micro-scale navigation systems.