My son has the lizards and I do the bugs.
I raise Dubia's and other roach species. I find that some colonies seem to like one food over others, but nevertheless, any colony will usually come to use/eat whatever is offered. I have found that dry cat food is the best staple - mainly because of the extra protein in cat food. The protein is the reason dogs would rather eat cat food any day over dog food. Use a small shallow bowl and wet the food down really well - I find that most of the tropical roach species will not eat the dry food. Leave the food in there over night but remove it before it goes bad or gets moldy .
And for the bugs that are being used for food, one of those organic/holistic foods are best. Find one that has a lot of vegetables in it as well as GOOD sources of protein. Also find one that has no artificial colors, etc.
One other thing I like to do is feed them some fresh greens sprinkled with water right before feeding the lizards . (depending on availability they also get this at other times, too.) For this I usually use the agricultural weed, mustard, which I obtain from the road side on the way home from work. ( I work in rural county). But you city dwellers can use spinach from the grocery store. Remember, a healthy bug means a healthy lizard. My colonies also(for variety) get the chicken bones, fruit peelings, and other appropriate table scraps. They usually have a potato or carrot, as well, for food and moisture.
Moisture is important, too. not only for them to drink but also in their environment. The enclosure needs to have moist areas as well. I use those gray paper product molded egg crates and I make it a point to spray a portion of them (soaking it) each day. If you do this, you will find that this is where your bugs like to hangout. Remember, they are not called "GUYANA orange spotted roaches" for nothing, ie, they are a tropical species from the rainy Caribbean and northern South America. Also, when I spray my roach bins, I spray the sides and any other hard non-absorbant object, as well, so the roaches can drink the plain water.
Also, I have found that, in order to get a good colony really going in the shortest amount of time, one must start with at least 250-500 bugs .( If you need more, you may try..
http://charleston.craigslist.org/pet/2244646276.html .. to increase the numbers of your starting colony. ) One can start with a lot less, but for some reason, it seems to take for ever for them to get going when you start with smaller numbers. Last year I obtained about 15 dubia's from another line and it took them about six months to really get started. Also, leave all that frass in the bottom unless it gets wet, rotten or starts smelling real bad because the nymphs reprocess that stuff to extract the bacteria from it (a really fascinating subject. The colony seems to do better over time when all that stuff stays in there(within reason). These are really neat creatures.