They come in any size from tiny to adult, which is a couple inches long. The adults live for a good year too, so even if you order a varied lot of nymphs and some are too large to feed you can keep them, raise them, and get your own colony going. By the time your guy is full grown your adults will have been producing babies and you can feed off the big adult males or any of the nymph sizes.
It's super affordable and convenient to get a roach colony going.
As for what size to feed, if the space between the eyes is 1/4". You can feed 1/4" dubia. You can slow down their growth quite a bit by keeping them at 65-75 degrees. They are not fast growing. From babies to adults can take 4-6 months.