I bought a few adult males and females from Pssh less than a month ago and they are doing great.
Pssh: Those painted ladies all cocooned and hatched out (6 total survived shipping) , it was pretty cool to see Samson snag his first butterfly. He loved it!
Anyways here is what my set up is like.
I have an 80G Rubbermaid tub that I cut vent holes into the top and sides of the bin. I laid some screen over it and adhered it with a hot glue gun. I put an under the tank heater and secured it with some tape to keep it against the bin as much as possible. On the portion of the bin where the heater is, I put 5 egg cartons vertically and all the roaches chill out in them. The food goes on the other side of the cage (where it is cooler so reduce spoilage is my guess). It really is very easy to raise them. They are roaches after all! They need heat, water (which comes in the form of citrus and melons from me) and food. Just let them do their thing and before you know it you will notice more and more.
Search around on youtube for Dubia set-ups, that is what I did and it gave me a good idea as to what to expect. I am glad I got this colony going, it will save me lots of money in the end plus I already have 2 buddies who said they will buy any excess roaches I get if they start to get out of control.