Haha sorry, I could have and should have been more clear. Roman is correct in that I meant pinned dead insects. I was trying to say that since pinned insects, which obviously are dead and thus make no attempt to escape, are sometimes eaten by Dermestids, I would think that ecdysing roaches, which are immobilized, and ootheca, which are stationary, may be at risk of getting eaten. Unfortunately, I'm not too well-versed in the biology of Dermestids, so maybe someone with much more knowledge can chime in.
Personally, I wouldn't worry about having them in my roach enclosures unless I've seen them munching away at my live roaches and their eggs. Lesser mealworms will hollow out several dead Blatta orientalis to its exoskeleton within a few hours, but I've never seen them going after ootheca or living roaches. Maybe it's the same with the Dermestids you have.