If you intend to breed them, I'd highly recommend a substrate. The ooths are notorious for drying out, having something that buffers them from the heat source and holds moisture better is the best remedy for this. I typically use some kind of coir blend.
I have a few stubborn animals that won't eat B. dubia as well, primarily my Rhacodactylus geckos. I generally use lats or E. posticus (Orange Heads) for the guys that needs a little more movement to be encouraged to feed. Dubia have a nasty habit of holding perfectly still and laying flat as possible at the worst times, I swear they have a sense for predation, lol. The lateralis are probably the best roaches for feeding in naturalistic vivaria IMO - don't generally burrow and are more inclined to move about in the open instead of hiding in a nook for hours on end.
Keep them warm, and spray them down a couple of times pet weeks. Not so excessivvely that its always moist in there, but enough to keep humidity up and lightly dampen the substrate. Ooths seem to take forever to hatch, but once they do its like an eruption of tiny nymphs - females lay 1-2 each month and they can have as high a capacity as 40 nymphs and as low as 20 a pop.
PS: Don't let them get into drain ; )