There are a variety of items to use. Spirulina and bee pollen are great for providing vitamins but do come at a heavy cost. Avoid things with high protein like cat food. I can link you to some roach chow pages with their ingredients. Also, since this works with crickets, it'd likely work with Roaches. Here it is. You can either mix up some super premium stuff or you can do a basic gutload and possibly add some multivitamin like herptivite. Here's an example of what I plan to do very soon for my crickets(basic ingredients).
Ingredients
Oats
Collard greens
Dandelion greens
Carrots
Some apple
Possible pinch of herptivite multivitamin
Possible couple pieces from National Geographic's herbivorous reptile diet
And some other possible ingredients if I find any good ones on hand.
Blend it all up and pour it into ice trays. Store in the freezer and it should last a couple months.