From what I've gathered doing research, they are significantly healthier feeders than crickets or mealworms. Higher meat to shell ratio and they don't smell like crickets do. Here is some info collected frrom blapticadubia.com:

BEST CRICKET ALTERNATIVE!
If you are considering getting a roach colony started, why not start with the best? Blaptica Dubia (Orange Spotted Roach) is absolutely the greatest feeder roach available for a variety of reasons:

# Calm demeanor that makes them easy to handle at feeding and cleaning time

# Very easy to sex as males have wings and females don't

# Meaty with softer body than other roach species

# Prolific and give birth to live young

# Breed easily in drier conditions

# Virtually odorless

# Herps love them

# Non-climbing

# Non-flying

# Quiet