I second Hypnofrog on the yard earthworms. As they're at the bottom of the food chain they tend to pick up and store any toxins and heavy metals in the soil, which then get passed on to whatever animal that eats them. Farmed European, African, or Canadian nightcrawlers are the way to go. You can even buy African or European nightcrawlers online and try breeding them yourself if that's something you'd be interested in. Just make sure they're not red wigglers of course.
If he's not showing interest in the roaches I'd try leaving them in the enclosure with him a little longer. If they just tend to sit there, I'd try tapping them to make them run in front of your frog. I'd think the fast movement would be irresistible to frogs, but then again I'm not a frog myself!
As for why your frog isn't growing, how big is he and how often/in what volume are you feeding him? Smaller frogs should be fed more often than larger frogs, and you should feed until you notice the feeding response slowing down.