I keep my blaptica dubias in an 18 Gallon opaque "sterilite" tub with a partial screen top. I found directions for the screen-top online (cut 8" x 8" hole in top, hot glue some plastic knitting web/screen onto it). In the bin are some empty boxes and egg crate, as well as a food dish and a dish of water crystals - the kind you get for crickets. I also ran a strip of packaging tape around the inside top edge to make sure no wayward roach can reach the top and try to escape.
If I can keep my one cat from knocking the damn tub around, usually they are happy as can be.