I made the mistake of taking some (ha! - I've lost count!) lobster roaches off the hands of a fellow poster and wish I hadn't. I fed off the adults to Luna, who loved them, but now I have a zillion nymphs. My ONLY complaints are that they climb glass and as you have seen, they hide well. I DO NOT let them free roam! They will have babies in your cage and you will never see the end of it! The guy I got them from had a bad experience because they got into the metal frame of his cage and reproduced - sounds rather nightmarish to me - and I love bugs!
So, not to make you regret your choice here is how I have managed them. When feeding the adults I dusted them well (this slows them down a bit) flipped them on to their backs in a feed cup and held them right up to Luna. If she didn't nab it right away I would remove it. I NEVER left them unattended.
As for housing, you can buy that bug-stop stuff but it is pretty pricey (unless you have lots then I am sure it is worth it) and some folks use vaseline (messy). I have found that GOOD 2-sided tape works quite well or get storage tape and fold it to make it 2-sided. If I provide food and darkness they tend not to climb
much anyway. Keep the container covered with something that breathes (I use muslin). They are just now getting big enough to begin to feed her but she has stopped eating (gravid).
Btw, if you would like more I am sure we can work out a deal....
lele
-----
0.1 veiled - Luna
0.2 green anoles Jaida & Jetta
0.1 brown anole - Jamaica
0.2 house geckos - Gaia & Tia
0.2 felines - Kyndra and Líta