Yep.. I got tired of dealing with all the grain bugs in my roach colony as well. Nothing you can really do as they will always come back as long as you have any open area of rock chow/cricket food laying in a tub.
The bad thing is they will infest anything grain based in your pantry and cabinets too. Be prepared to throw away anything that isn't completely sealed like cereals, flour, oatmeals, corn meal, dry dog treats, cookies, etc..
They are a pain in the butt!!!
Bake, freeze, doesn't matter. They are like the plague! Lol!
Thankfully my dragon decided he only wants worm feeders now. I sold all my dubias.