I once saw a proof-of-concept installation for raising crickets in the home. It was sized to fit in a small closet or pantry and was, for display purposes, constructed of acrylic and designed so that, even when adding food scraps and removing adult crickets for consumption (the focus of the installation was entomophagy, but I thought it would work nicely for chickens, personally) crickets remained isolated from the outside environment.
The drawers that slid out functioned as little airlocks, such that you couldn't open them to the outside without closing a door inside. When it came to harvest, the adults would be encouraged to congregate in an area adjacent to where eggs had just been laid, an area that was, in itself, a drawer that would seal upon its removal. The idea was that this drawer was removed to a freezer, where the crickets would go dormant and then die, and could either be stored or processed.
I am sure that such an approach would work to ensure that your cockroaches don't escape into your home or the environment.
I wonder, though, were you thinking about live feeding, or would the freezer death chamber work for your cockroaches the same way that it did for the crickets? I mean, less of a chance of escapees if they don't get out alive at all.
Would you grind them into meal at that point, to feed to pigs in a slop? I know chickens that free-range will almost always fight over live bugs, but they would probably eat freeze-dried cockroach readily enough, I think.
Fascinating, as I said before. Please keep us updated, and good luck.