I'm also in Australia .
Different roaches are used here , called "woodies", apparently woodies will not infest a home if they escape.
I buy my bugs (crickets, superworms, mealworms in bulk) from Frog Arcade in Melbourne (
http://frogs.org.au/live-foods/product-category/insects/ ) and mostly get my silkworms from hobbyists on GumTree (cheaper than commercial breeders by a long shot - either as worms or eggs and you can often also buy bulk fresh mulberry leaves from GumTree sellers too) , I usually produce my own silkworm eggs and chill the surplus for later use, but do occasionally buy a starter batch of worms generally at the start of the silkworm season if I'm low on or have no eggs left.
You can also find woodies for sale in pet shops (usually branded Piscus or BioLabs) sold in small tubs , expensive way to get the bugs at up to $7 a tub (maybe 30 bugs per tub). Pet shops will demand over $1 per silkworm too.
I've had very good dealings with PeacefulSilkworms (
http://www.peacefulsilkworms.com.au/ ) in Cairns (chow, silkworms, eggs, and they also sell live cocoons). And also have been pleased with Aussie Fauna's silkworms (
http://www.aussiefaunasilkworms.com/online-store/ ) , they had a 2 for 1 sale last weekend and I got 100 mixed medium and small silkworms and a little bit of chow for $45 (including Express O/night post) , not the cheapest worms .
I picked up 200 silkworms for the same price and got 3 packed shopping bags of fresh picked mulberry leaves from a seller on GumTree for the same price including express post back in December last year (a much better deal !).
Black Soldier Flies are here, but darned hard to find sold commercially. I heard a chap in SE Queensland was planning on farming them for selling as reptile food but I've seen him advertising anywhere. I know of people who have invested in BSF traps in Sydney and have never caught a single BSF in over 2 years, whereas a chap in Rocky got stacks of them.