I had trouble getting my females to eat them also. I stuck to feeding the male roaches to my male cham's and nymphs only to the females.
One feeding method you might try - I took a ceramic white breakfast bowl and glued a stick pointing straight up from the middle of it with silicon caulking. The bowl is tall enough that the roaches can't climb out, but they like to climb the stick in the middle, making a great way to present themselves as food to the cham's. This way I was able to leave the roach alone with the cham for long periods of time, and they will move around and be visiable on the stick. I mounted the bowl in the enclosure near my cham's basking spot so that they have no choice but to sit there and watch the roach until it's tempting enough to eat it.