You don't have to limit yourself to 1 type of insect. A lot of people can find ways to add some variety.
Roaches are fairly easy to keep once you have several breeding adults. Add food and water and the roaches do the rest. Clean out any old food. Occasional deep clean a few times a year with gloves and a dust mask.
BSFL can be bought online, keep the tub they come in inside the fridge. No watering or feeding required. They last a few weeks and don't go bad per say. They may molt into flies which are still edible for your dragon.
Crickets can be found at most pet stores. I buy crickets now and then for variety. They are 11 cents each which I think is okay.
Then there are all the "worms". Wax worms, hornworms, silk worms, butterworms, and probably more I'm missing. Their diets and lifecycles make them more complicated to raise yourself, but stores will carry some worms. People on Craigslist occasionally give or sell worms (found silk worms this way once, good deal). I do worms as a sometimes food for more variety. Ah mealworms, almost forgot those. Those are the easy to raise worms. Also superworms aka morios.
Locusts are legal in UK and some other areas. I'm jealous, wish I could get locusts where I am. Then some places can't get cockroaches
Anyway, any variety you can give provides more nutrients. Also more colors and textures and taste to be enriching for your dragon. I wouldn't want the same meal every day and my dragon only has the choices I give her