I have had my own colony now for about 2-3 weeks.
I bought a colony from ebay, which was around 150 roaches.
There was around 10/15 adults (mainly females) and a few males.
You should feed off the males to your chams, but try to keep one male for every four females.
I cant say whether or not im successful at the moment, but there does appear to be alot of very very small babies.
I've been feeding mine on all sorts of fruit, veg, cereal bars (they love the sugary ones), cerals, cricketfeed, locust feed, leafy salads, just about anything.
Ive not yet tried dog food, but I might try it, is it dry biscuits or wet meat?
Dont put any substrate in the bottom, it makes for a messy base.
My box is similar to the one posted above, with two large egg trays, and another one split up into 4 smaller pieces.
At the sign of any mold on your feed, remove it straight away, roaches and mould dont mix well. It will kill them fairly quick.