I think the general opinion here is going to be that there is no difference, nutritionally. However, in all fairness, we are talking about dozens of species that span the globe. Intuitively, it would be surprising if there was no nutritional difference. More importantly, insect digestion is, so I read, complex, and it would be startling to learn that a roach from the Arabian peninsula has adapted the very same digestive enzymes and nutrient uptake mechanisms as a species from South America. Not to muddy the waters here, but this could turn out to be a very complicated question. Until someone does some serious research, I think the part of prudence is to include as many feeder options as possible. That includes several roach species.