Hi there!

Dubia roaches climb pretty well on everything except glass and smooth plastic. Just something to keep in mind.
They will try to burrow and hide and depending on the size of the pebbles you might risk having a frog swallowing one and die. So a feeding bowl might be the best choice.

Another thing on the dubias. If you plan on feeding from your colony right from the start, you really need the get a high starting number of roaches.

Good luck with your new frogs!