I can give you my expierences. My female veiled is very picky, she just has rich blood. Crickets are underneath her. She likes exciting things like flys, waxworms, and mealworms. She will eat crickets, but not as readily and flys (and others are garanteed to eat at least on the first offer, subsequent additional may be uninteresting).
But, my male is a vaccum! He will suck up everything in his cage faster than you can count them. He is very exciting to show feed with because I can let a cricket loose on my arm and keep it within sight and he will hunt and nail that thing right off my body. All that is needed is a little luck in not having the cricket jump off. Now if you get a big cham you could do this with a cockroach on your back or something (like you don't know it's there), then turn to look for it infront of hte kids and your chamvac (tm
) will snatch it right off you. I think it would be exciting and the kids would get a kick out of it. So you see, it is dependant on the chams personality (and with a cockroach their size), but definately do-able and in theory and very neat idea. 