Hmm, the problem is that the cockroaches are probably softer and easier to tear than the wall or the material used to hold them down.
No matter what you try, they'll try to rip them up anyway. I say put tobasco sauce on them so you get them later when they touch their eyes or something.

Screws might help, because they will practically have to destroy them to get them off, but they probably will do so anyway.
-Stryker
"The body is but a coffin for the soul."