Welcome to the forum both of you. You'll do fine feeding off some of the younger and smaller roaches, though a full grown male can probably eat an adult dubia okay. Just remember to keep a few young roaches to grow the colony. And of course you can use crickets, silkworms, superworms (zophoba), moths, butterworms, isopods, etc as well. I think Diet variety is a good idea.
Many people suggest feeding their adult chameleons every other day. I personally choose to feed almost every day, but offer fewer feeders at a time.
A quote from the
Raising Kitty site (which I recommend you check out if you've not already)
"The general rule is that the prey should be no larger than the space between the chameleons eyes. This is particularly important with young chameleons, but a good idea for all stages of life. One exception would be silkworms or waxworms which are quite soft bodied and can be much larger without presenting too much of a challenge to the chameleon. One will find that a fully developed adult veiled can handle a large cockroach, but smaller prey should make up the bulk of what is offered."
"...by one year of age the chameleon will most likely do quite well on three to five insects once every other day or so."