Pictures would be helpful. Grain mite eggs are pretty ubiquitous in all grain-based foods. Nasty little things! What foods have you used, and what do you avoid now? A great trick for preventing the eggs from hatching is freezing any grain-based foods for 24 hours before use.
If you're going to consider using lessers, like Doc suggested, be cautious. It is a good suggestion and they are a popular colony cleaner, but if you keep any kinds of birds or intend to use your roaches as a feeder for poultry, they carry a whole lot of diseases, particularly avian diseases. Just something to be aware of.