Drink carriers from fast food joints are the closest thing to egg flats - a lot of place like taco bell just has heeps of them sitting out for the taking. Stack them vertically as you would egg flats and the frass will fall down and accumulate on the bottom:



I find these more space efficient than any other household material (aside from egg flats). You are looking for maximal surface area to hold as many roaches as comfortably as possible. I do like paper towel roll and crumbled material for small colonies but they do not allow you to store the same quantity as efficiently.