How to attract black soldier flies

I am interested in using black soldier fly larva as a supplemental food for fish and chickens. Can anyone give me advice about starting a colony? Some suggest that they like coffee grounds. But how should I go about attracting black soldier flies in the first place? It seems to me that any method would likely attract a plethora of other insects.

If they are common in your area you should be able to attract them to any composting mass.  Houseflies and other insects may colonize it first but soldier fly larvae will predominate once they get started.  The problem is if they are rare or nonexistent to begin with, which is a possibility in very dry or cold places.  Pet stores that specialize in reptiles will often sell the larvae, alive, as feed, and you can start a colony this way, and there are also sources from which to mail order them.  If you have a bin ready with composting stuff you then just drop them in and let them do their thing.  Let some of the adult grubs go off and pupate somewhere and you can get them permanently introduced to your farm.  This is what I had to do here.....and now they are back reliably every spring.

I am in Nicaragua at 600m elevation. There have been no official reports of BSFs here. However, they have been reported in both Honduras (to the north) and Costa Rica (to the south), so I figure that they must be here as well. I guess I am just going to set up some traps and see what happens.

I'm not sure what you mean by traps. Were I in your area, I would take some strips of corrugated cardboard, roll them up and tape them to the inner rim of a bucket with assorted food scraps in it and leave the bucket out someplace sheltered from the rain and mostly shaded.  BSF like to lay their eggs in spaces like those found in corrugated cardboard that are near, but not in, a food supply for the newly hatched larvae. If the Soldier flies are in the area, they should find the bucket with its food attractant and suitable egg laying location.

As far north as I live, wild BSF are too uncommon to rely upon.  We pretty much need to get our larvae imported, it's too cold in the winter for a wild population to build up.

How do I introduce the bsf eggs to the food?

In my experience the best way to attract BSF is to start an outdoor worm bin.
Make it nearly, but not perfectly sealed, and they show even if you don't want them.

I don't like them, to me they create a horrible stench, worse than any other animal waste I've smelled.
This is  exactly the opposite of what other people report.