Before ordering or starting a colony, I strongly suggest that you buy a very small amount for you cham to "taste test". You would probably be very disappointed and frustrated if you got an entire colony set up, but he hated them and only ate a couple here and there. Most of the time Emoji (my veiled) refuses to eat any roaches. I know that a lot of chams aren't roach fans. It really depends on the chameleon.
I don't know about anyone else, but I would never feed a full grown dubia to my cham. The adult dubias I have are the size of Emoji's head (or larger!

) Emoji isn't exactly the largest veiled (runty

) nor is he completely full grown, so perhaps some veileds would be able to put down an adult dubia. Personally I wouldn't try it, as the risk of choking is far too great. That being said, dubia nymphs are great, but they don't make up the entire colony. I find that it is easier to simply buy the nymphs and keep them around, as they do not grow very fast.
If you do start a colony, I would do small for one veiled. I bought nymphs from Mulberry Farms (which I highly recommend, by the way) and there were several adult in the mix. I didn't mind. With only a few adults and no added heat, they are already breeding a little, and I wasn't even trying! Dubias are incredibly easy to breed. You really should feed a variety of feeders, though, and not stick to just one. Hope this helps a bit. Good luck!