As mentioned above Nightcrawlers would be excellent for a staple and being in Canada you shouldn't have a problem finding them. The roaches unfortunately ya we cant get here. Sometimes when they get bigger they also wont waste the time on small prey, this is just natural predator instinct. And if he isnt getting full enough off the crickets he more then likely wants a bigger meal as you said. My first pacman that passed awhile back and my 9 month old female is the same way, she wont eat them. If I put a nice long fat and juicy Nightcrawler in front of her its gone in like a second. I cant say much for pinkies because like Drayvan I don't give them to my frogs, and if you do end up giving him one remember it will take abit longer to digest so you shouldn't have to feed him again for a few days or so.