Starve one of the dubia for a couple days then put it in a shallow bowl/cup with a piece of banana to chew on. This will ensure the roach moves around and hopefully catches the cham's attention. The big problem I run into with fat, content roaches is they don't move around at all because they're full. I have this problem with my discoids, dubia, and lobsters. The only upside is the lobsters are easier to catch when they're recently fed, as they are notoriously quick and climb too.
This is just to acclimate him to the roach. Your presence could also be causing him to be on-guard, and the cup ensures the roach doesn't get away and hide or burtow into substrate. Once he warms up to the roach, you can try using gut-loaded ones.