Roaches are great for winter feedings. You just have to have the right species. Anything that is active and can climb is easier to feed, but harder to contain. Not that they will escape, but you just have to modify properly. With an active climbing species, sealing pet food containers work great. Just use a hole saw, sand paper, some fine metal screening, and Hot glue gun.
After drilling the ventilation holes, use the sand paper to rough up the plastic so the glue will adhese better than it would to a smooth surface, (a serraded knife can rough it up good enough, too). Hot glue the screen to the prepared plastic, make it safe and nicer looking by folding under the prickly parts of screen and gluing them under as well. Wash it good, and set it up for the roaches.
The reason I use Hot glue and not low temp, is because if you need to keep the roaches heated, the low temp glue will fail and ruin the integrity of your container, causing escapes. I also use vaseline to keep alot of them from hanging around in the top, ready to run. LOL Clear topped containers are the best because you can see where the roaches are before you open it.
I have never had roaches waiting to make a run for it, but I am a real stickler for containment. Usually they run straight down into the substrate that I provide. They like their home if they are spoiled with the right conditions and foods.