Never feed your reptile wild insects. If it's an issue of not wanting to buy insects every so often, ask how to set up a colony for it. I can tell you how to get one going. Feeder insects are a separate strain of insects bred in captivity.
Wild insects are exposed to many things in their lifespan. Chemicals people spray in their grass like weedkiller and pesticides. Poison like you're using. Insects can also carry parasites that are harmful to reptiles. This is why people breed insects as feeders, so that they know their insects are clean.
Honestly, for your plan to work, your house would need to be infested with geckos, then you'd be looking at something that eats geckos, something that eats the animals that eats geckos. Etc. Your best option is to cut off the roaches food supply. Clean the area that you're finding roaches with a burning passion. Then, seal off any cracks you can see. Cockroaches can fit in any space that's as thick as their head, and their heads are tiny.