Go with Blaptica Dubia, I've got both Dubia and Blaberus (Deaths Heads), and the Dubia work far better.
It'll take a while to get established, but just throw them dry food (I use a mix of weetabix, fishfood, dog biscuits) and water crystals, and leave them alone for a few weeks.
At first I tried to keep them clean and well fed, and they didn't breed for ages. I've now buggered off to uni, and only go home every 2 weeks or so which is when I put new food and water in, and they're thriving off the neglect.
Paul