Canadian here. The Dubia roach band is really, really, really annoying.
I use crickets, but there are certain things that I do to mitigate the smell.
I have a commercial keeper with the feeder tubes so that most of them crawl in there instead of being in the open, which helps to contain the smell a bit. After each feeding, I wash the tube out with soap and water, rinse it thoroughly, and dry it out before I put it back in, and I try to make sure that I cycle each tube so that they get cleaned out on a regular basis.
I use paper towel as cricket substrate to absorb the moisture / sweat (I also noticed that once I started doing this, I had far fewer cricket deaths). it smells really bad for the 45-60 seconds to get the crickets off of it and toss it, but I can hold my breath for that long.
The only one I haven't figured out is the actual cage washout; however, I feel that I can deal with that 1-2 times a week if I mouth-breathe. If you breathe 100% through your mouth, you won't smell anything unless the smell is strong enough to taste. Try it sometime.
Not the ideal answer, but not the ideal laws.