You could start another culture of roaches - Orange Heads (Eublaberus posticus), lobster roaches (N. cinerea), turkistan roaches (Blatta lateralis), and several in the Blaberus genus (discoids, fusca, and hybrids) all make great feeders. I regularly rotate different species of cockroach among other insects to increased the variation in the diet.

You can potentially get vertical transmission of parasites from an adult insect to offspring - but I wouldn't be too concerned about it. If you separate the F1 generation and maintain them as captives, they should be fine to feed to your frogs.

Part of the issue with rearing captive insects from our area is that many undergo a dormant portion of their life cycle in order to over-winter. I've tried rearing the very common Dissosteira carolina with no success, but that was many years ago. If you try it, you will want to raise them much like crickets and provide some sort of soil or sand laying substrate. Whether or not these eggs require a cooling period to become viable I do not know... I've heard that field crickets and katydids require a cooler period when collected from our area.

So long as you collect on your own property or receive permission to collect, it is not illegal to culture your own insects. I'm not sure about the legality of distributing native Orthopterans across the state lines - you would need to look into that if you ever wanted to sell them.