For the big batch I made up a few weeks ago, I used:
~30% cat/dog food 50/50 mix
~30% lab rodent pellets
~20% leftover commercial hedgehog food
~20% dried mixed vegetables and fruits(late-nite tv gadget, remember?)
Grind it all up in a blender to a fine powder.(the rodent pellets are hard and tuff)
Store in air-tight containers(I made alot when all was said and done).
My roaches love it, and always look fat to the point of bursting.
I use a shallow dish in the colony tub, but also sprinkle a line of food directly across the floor of the tub for the babies.
I feed every other day, and the food is always gone, I also always provide watercrystals and rotate apples and oranges maybe 2x a week or so.
The rodent chow is fairly high in protein, and is very cheap in bulk at feed stores.
I get it for $0.25 per lb at the feed store, and have a big feeder-mouse colony going so its convenient.
Some say not or dont have to grind up the food, I do it just to insure that all the ingredients are mixed well and eaten, I dont want a buncha picky roaches that only want certain foods.
I also dont worry about no red catfood(used a kind that had 4 colors including red), I feed these roaches to my prized frog collection and have had no issues with health or digestion with my frogs and they absolutely love these roaches.