Thought I’d go ahead and share my adventures thus far in my noble quest for a productive but small dubia roach colony. Please note that this is all from the perspective of someone who hasn’t tried this before, and additional resources should be consulted as well if you plan to make your own colony. For me, the colony serves as a back-up plan if i can’t get a hold of the feeders I prefer, as well as a bit of an adult science experiment.
First thing, of course, was the research. I watched several youtube videos, read through a few sites, and learned a few things:
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Just as you might expect, dubia prefer the dark, and do best away from strong light sources (you may notice that I decided to completely disregard this one when I made my colony…
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Mold can kill colonies easily, so the water source must remain separate from any food or bedding, and ideally the colony would have some ventilation (they don’t smell, so this isn’t as gross as you’d think).
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They give birth live, they do not lay eggs
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They can live WAY longer than I thought (females up to 2 years!)
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They cannot fly, though adult males have pretty big wings.
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You don’t keep them on bedding, generally just in a tub
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BIG ONE: if you feed dubia high-protein diets, they will retain stores of uric acid that, when eaten by your reptile, could potentially cause gout. This is significant because many commercially available roach diets are very high protein, especially ‘gut loading’ diets. The diets I have selected for my colony have about 16-17% protein. Keeping your reptiles well hydrated can help a bit in terms of prevention. You cannot maintain dubia on one of the high protein diets, the colony will not thrive.
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Don’t feed milk products, don’t feed chicken, don’t feed lemons but do feed other citrus (these all get repeated a lot but I haven’t really seen a definitive reference).
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It’s ideal to supplement the dry chow with fruits/veggies (not moldy, but overripe = ok). I found a product Bug Jelly that is supposed to replace the need for fresh fruit, and my roaches love it.
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They do best if all food items are offered separately, so the roaches can hit the buffet accordingly for their life stage.
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They can’t climb plastic
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If you use eggcrate for housing, avoid ‘used’/egg crate that has actually held eggs. They act as a potential vector for disease.
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It is possible to become allergic to their frass (poo), so efforts should be made to reduce exposure or wear protective equipment.
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There can be benefit to adding small numbers of other ‘helper’ insects that serve as a ‘cleaner crew’ to keep risk of mold to a minimum. I’ve seen quite a few species mentioned, and they seem to be most appropriate in larger colonies that will have enough detritus to support them.
So, armed with that info, I started designing my colony. Though roaches hate light, I decided that I’d house mine in a clear tub because I’m super curious and I just couldn’t help myself! Then I punched out some ‘windows’ at the top, so there would be some air exchange, but no risk of escapees. In order to prevent any other insects entering, I hot-glued some pieces of pantyhose, as it was what I had. I think most people use fine mesh. (The windows are extremely irregular because of a medical condition in my hands- I’m sure it would be easy enough to make better rectangles with a better set of hands.)
I kept hermit crabs for years, so I already had the perfect things to hold the water supply (crystals of course, to minimize insect drowning) and the chow/food. I ordered some egg crate, and was sure I was all set- until I put the egg crate in the tub and it promptly fell over into the water crystals.
I started wandering around my apartment, hoping that a solution would present itself… and it did! I cut to size the cardboard that crates of Diet Coke come in from Costco! I cut some holes in the bottom, so the roaches would have portals to go eat/drink. I found it also helped shield the egg crate from some of the nearby lighting, which was a side benefit.
Another thing that I did, but that may not be of importance for others, was buy an identical second tub. That way, when the time comes to clean the colony (if egg crate is still not super-soiled), I can simply lift the eggcrate and set it in the new tub, as opposed to having to find a place to stash all the roaches while I clean the single container. It additionally serves as a stand that helps lift the colony up so I can see it better and perform maintenance more easily.
Now, full disclosure- my colony has not started producing; I don’t think I have any fertile females yet. Most people either buy colonies that others have assembled & had running for some time, or buy some adults (you only need a few males, concentrate on young, adult females) to kick start things.
Along other lines- if you have larger reptiles, they are an ideal way to dispose of your excess adult males. Many people sell them on ebay as well.
When things get going and are really boppin’, one way to sort the nymphs from the adults is using sifting pans. The same kind you use when panning for gold.
These are also useful if you plan to have a mealworm colony. (If anyone needs a tutorial on making a mealworm colony, I can go over that as well, with the understanding that I do not recommend mealworms as a staple for most animals.)
So I hope that was useful or interesting. Thanks for reading! 
So, since I am impatient, I ordered some dudes, and the gentlemen shall be arriving this week. I can’t wait to hear the pitter-pat of little, baby nymph feet! 