When I had my dubia colony, I had two cages for them (I was using plastic tubs with diy screen lids at the time), and when I cleaned I would shake all the roaches out of the egg crates and into the new tub, then replace the egg crates. As for the little guys at the bottom, I just did my best to filter them as I dumped them into the new tub. I guess more along the lines of sifting the feces out of the babies instead of getting the babies out of the feces? In any case, I'd end up throwing out some babies and there would be some poo in the new tub, but it worked for the most part.