While they are technically safe to feed (if bought online). I'm not a fan of pulling bugs from outside and feeding them to my reptiles, but I live in a city and who know's who sprays pesticides or not.
Some people do though, so I guess it depends on where you live.
given you have no idea what those would have been exposed to, I recommend keeping them contained and feed them (to flush anything already in their guts out) for a week or two. If they remain alive, then its probably okay to feed them off. Knowing that there is still some risk of parasite transfer etc.
the most common cockroaches in Durban are the German roach and the American roach, but also the brown banded, the cape mountain (some of which are quite attractive) and the oriental roach. I dare say its similar where you are in SA