You can gutload roaches with exactly the same stuff you use to gutload crickets.
So a quick list would be:
- fresh fruit and veggies (e.g. squash, carrots, sweet potatoes, oranges, melons)
- leafy greens (e.g. collard greens, endive, escarole, dandelion greens, NOT spinach)
- a good dry gutload mix: you can buy commercial ones from most feeder insect websites, or you can make your own using this excellent recipe - James/Wells/Lopez gutload (Adcham.com)