Thanks for the responses. I think Dubia will be the way to go, I raised dubia and hissing roaches when I had chams 10-15 years ago, without problems! Roaches are very easy. The only thing is that my wife will not allow roaches in the house, which I choose to respect

And I also kind of agree with her. So I will have to figure somewhere else to keep them, hmm.
Thinking about having them in the shed in an insolated box, just have to figure out how to keep them warm during winter. I will post when/if I do something like that.
An update on the locust: they have quite a nasty smell. So the preferable way would definitely be to have all feeders in the shed.