Go with lobsters they are heartier IMPO and breed much quicker.
I use a (whopping!) 10 gallon tank with two undertank heaters and vaseline around the lip (the roaches wont cross it). Add about 100-200 lobster roaches... feed lots of greens, fruit, and dogfood blended with oatmeal (blend in a blender). I have literally thousands of roaches in my colony.
Couldnt be easier.
Then I use shallow stainless steal dog bowls 4 feeding. When the roaches are dusted in calcium it makes it virtually impossible for them to climb out of the SS dishes. The roaches are easy pickinz for your dragons.
enjoy