Mine are raised mostly on flies and red runners, and I will be trying banded crickets here next week (I know, sacrilege!). They prefer fast moving insects, so flying insects catch their eye the best. They will eat red runners, but often have trouble catching things on the ground (striking but missing). Mine don't seem to have any issues running red runners down. Their fast movement attracts them. If the roach walks by slowly, they will ignore it. If the roach runs and the idolo sees and starts chasing toward it, it will try and catch it even if the roach stops.
I have noticed all of them will take flying insects and most will take ground prey, but I do run into a few that will ignore ground prey unless they get fairly hungry.