I would never, ever consider feeding "wild-caught" roaches (or crickets) collected indoors. You have no idea if or when there may have been poisons sprayed or poison baits put out in the past. Roaches are such a common worldwide pest that there's an excellent chance that building has some insecticide hidden away somewhere, something that was used specifically to kill the roaches.
Roaches develop tolerances to various poisons, making them harder and harder to kill without coming up with
new poisons, but they can still carry traces of the no-longer-effective insecticides in their bodies...traces which will quickly accumulate in a predator eating multiple roaches.
The roaches themselves, if raised specifically for the purpose, would be terrific as long as your fish doesn't get spoiled and picky as mentioned by
RD.
Your fish won't starve in a few days; or perhaps you could find some insects in a nearby natural area that hasn't been sprayed with pesticides?