If you are going to try roaches make sure to get one with a soft body like Red Runners, they don't seem to like the roaches that have a tough exterior like dubias. Red runners are well received by my mantises and are extremely easy to keep. They eat anything you offer and are usually fine at room temp, between 70 to 85 F (a heat mat to get them to at least 80 degrees F may be necessary if you plan to breed them.) Most importantly they don't smell or make noise like crickets and they don't die as easily.
To prevent escapees I keep mine in an 8 quart (12" x 6") plastic bowl that has locks to keep the lid closed and a watertight seal. (I bought it for $6 at Walmart.) I drilled small air holes in the lid and hot glued window screen on top. They can't climb the sides of the bowl but even if they could the seal & screen would keep them in.
To avoid the roaches hiding in the substrate of my mantis's enclosure where the mantis would never find them I offer it to them with feeding tongs, but you can also put them together in an empty container and let the mantis catch them. I ordered the red runners from a seller on eBay that had a great deal...100 for $10 with $3 shipping. Because the seller was in the same state I received the roaches the very next day even though he sent them by 1st class mail. I looked for the same listing but he currently only has
50 red runners for $6 + $3 shipping.
You can feed just one type of insect and have the mantis thrive but I prefer to go the route of keeping lots of different prey so I always have something on hand ready to feed. Besides roaches I also feed my mantises blue bottle flies, mealworms, wax worms, black soldier flies, and the occasional dubia roach if I am able to coax them into accepting it. I ordered all of these insects online and try to keep colonies when I can...like fruit flies are super easy to culture, I keep a hydei colony for nymphs. Red runners are supposed to be super easy to breed too. I've only had my colony for a couple weeks but hopefully they will breed and be the mantis's main staple, ordering blue bottle pupa every month gets expensive over time. I wish they would stay viable in the fridge longer so I could order in bulk but such is life.
Mealworms and waxworms are traditionally seen as bad to feed in excess/as a staple for reptiles and other exotics because of their high fat content but insects don't have the ability to get fat so that really shouldn't be a concern for mantises. So if all you can get are mealworms for a time it's ok to feed only that for a while until you can find something else.
