If you don't want to breed them simply don't warm them, I had Dubia for a while and nothing happened with them until I got an undertank heater, then I suddenly found a couple breeding.
From my knowledge Dubia don't reproduce unless they're kept at higher temperatures. To make 100% sure you could first feed off the biggest Dubia (the ones with wings are adult males and as far as I can tell the shiny wingless ones are adult females. If the roaches aren't shiny they're not at breeding age, I think). It would probably even be enough to feed off all males first.
It'd be a shame though, they're really easy to breed! I stuck my little colony in a 10 gallon with 5 upright egg crates, 2 feeding dishes and an undertank heater. Just letting them be now and let nature do its work, doesn't require a lot of space.