I feel your pain - I'm still not brave enough to touch adult roaches. For a while there, I would hold a little tupperware container in the bin and "herd" the roaches I wanted in with a stick or something, but I could only catch a couple before they all hid in the egg crates.
I went on vacation last week, and my husband took care of feeding Pudge. I asked him whether he had any problems catching roaches, and he said "Nope, I just grab em with the tweezers." I was kind of suprised, because I can't seem to catch them with the tweezers/tongs - they always wiggle out.
When I got home, I made hubby teach me how he caught the roaches. It was kind of funny to watch - he takes the feeding tweezers and grabs the roaches he wants from the top of the eggcrates. He just grabs them real fast, and he definitely squeezes them harder than I do. I'm a total roach wimp.
So I'm getting better, but I'm still pretty lame at it. Just get you some feeding tongs or tweezers and grab them with that. Have a little container ready to drop them into.