The molecular wt listed is for the monomer. I'm no expert on insulin, but what I've read is that in solution, insulin tends to form dimers. In the presence of zinc, these dimers form hexamers. In the body, insulin is stored as the hexamer, which is inactive and has long-term stability.
So it's possible these guys can encapsulate a monomeric insulin. But there's a time delay passing through the gut and getting it absorbed into the body.
Somewhere on their website, it says they see the first signs of insulin release at 15 minutes, a max concentration at 1 hour, and a fall-off until 2 hours post administration.