Personally I'm generally very keen on insects and entomology, having studied biological sciences up to PhD level but I still find cockroaches inherently unpleasant (shudder...). That is one weird fantasy you have there my friend. As a scientist I'm curious to know just how bizarre your fantasies get as I could not have imagined such a thing would appeal to anyone

BTW, at the risk of spoling your fantasy, although they are pretty omnivorous I don't think they would be able to bite you, their mouthparts aren't really up to the task, even though once decapitated the head will lfunction for up to several hours on it's own (highly entertaining when conducting laboratory practicals with undergraduates )