I keep Blatta lateralis (is that the name - Turkistan Roaches). They are non-climbing, but I found that when the population hit a certain density, the roaches, esp the mature males, started bailing out and a tupperware tub with roach barrier could not keep them in.
I went to a cooler, which has a tight lid, and six 1.5" vent holes drilled in the top sealed with aluminum screen via hot glue. Note - nylon screen will get chewed through. This has worked well in keeping them contained.