I have to pipe in with my favorite go-to guy for roaches... Greg's Exotic Inverts Home - Greg's Exotic Inverts

I've used him for years, and absolutely love him and the way he does business. He can even sell you a package with everything you need to set up a roach bin if that's what you decide to do!

Also, I agree with Pluke, small dubia DO really look a lot like roly-poly bugs, lol. I don't use dubia because I don't like their burrowing habits, but if you move your frog into a separate container to feed it shouldn't be a problem at all. I move mine into a kritter keeper for every feeding, he doesn't seem to mind a bit, in fact I'd go as far as to say that he associates that bin with feeding already!