For escapees, vasoline is one way, but also try packing tape. A nice 2 to 3 inch border on the inside edge will keep any climbers from getting past - and not messy vasoline to deal with.

I like my dubias.

I'm feeding 1 beardie, 2 water dragons, 2 leos, and one tiger sallie. (and sometimes they go to my box turtles).

For variety, I do about 40% super worms and then occassional pheonix worms, butter worms, silk worms, etc.

Dubias do breed slower, but once started they do great. Escapees are very rare and generally a case of you dropping one and maybe not noticing. But they are tropical and wont' make it long in a colder climate. They also need warm temps (80s) to reproduce, so breeding in your place is not likely (you'd need males and females, good temps, and a food source). Put a roach trap in your reptile room with some good food and they will find it...

I keep mine in a plastic bin and they can't climb it.

I started my colony from www.theroachguy.com and got a starter kit with like 125 or so dubias that included some breeding pairs. Took about 3 months and I fed off a few nymphs here and there. But once I got the temps steady and just left them alone with their food and water crystals, they really took off.