You may end up smooshing them if you tried that.
I found that if you talk to your parents in a calm mature manor and tell them all the perks about the cockroaches (dubias for me) they'll let you have them. I told my mom about how they couln't fly, they didn't smell, there would be no escapees as they can't crawl up plastic or glass (and DONT JUMP!), and if there was an escape, they'd be out of the house immediately. It also helped that I told her, that for whatever reason they should get out, they will die in the winter months cause it's too cold, and in the summer months they leave the house because they prefer the outdoors.
Talking clamly to you parents in a mature manor will show them that you're serious and trying to be adult about it. When you throw a tantrum or get mad it makes them just not want to get you anything because you aren't mature enough to handle anything. Also, if they say no, give it up for a few months then try again.