Just wondering if there is anyway to tell a male from a female while they are still nymphs.

If you look at the last segment under the abdomen it is larger in females than males on most decent size nymphs. This can be diffcult with genera that are easily damaged from handling, like Parcoblatta. The somewhat large appendages at the end are cerci which both male and female possess.

I have had a very hard time sexing nymphs of Parcoblatta sp. at all. So my solution is to wait for it to become adult, as the adults are very easy.

For Madagascar hissers, can you sex the nymphs? I want to order some, but am afraid if I order just a few, I may receive all males or all females!

I would say the probability of coming up with the correct sex is positively correlated to how big a nymph is. Little watermelon seed sized ones are hard to do but one that is one molt from adulthood is fairly easy.