I use 3 buckets and have 10, 5 and 3mm holes drill in separately. Anything bigger than 10-12mm then adults can get through. The last bucket has 3mm for the frass (poo), none of my lizards eat them so I currently have a good roach colony that is useless lol
Being in England it's a lot colder than most of you guys and to have a thriving colony you need them to be at a constant 32 degrees for the best growth and breeding
Get a 42" heat mat and wrap it around the end where the egg flats are stood up on end so that there is a hot box area relatger than having it underneath. Tape it on, stick it on a mat stat and hey presto!