Don't worry, within a couple of months you will see the first babies, provided the oothecae is fertilized. Blaptica dubia is ovoviviparious. This means that they produce eggs, but instead of laying them, like birds, they keep them in a pouch, like kangooroo's. This has the advantage that factors like humidity and temperature are more stable for the eggs. When the babies emerge from their eggs, they emerge from their mother in the same time.
The orange worm you saw is the oothecae, a cluster of several eggs, which is transferred from the ovaries to the pouch.