Yeah, I would worry immensely about the risk of the roaches either falling off and getting trampled, which is a loss to you, or of course, escaping, as it's normally illegal to release non-native species. even accidentally, and of course, how ethical it is to take roaches to such an environment, I know they don't have as developed a nervous system as vertebrates, but I suspect they still feel stress.
I would maybe consider taking one particularly tame roach to a party, so I could keep an eye on it at all times, so long as I knew it wasn't going to be a huge party and I wasn't going to drink anything alcoholic, and I had somewhere safe, like a secure, solid travelling tub with food and a hiding spot, to put it so it could be put away for a less stressful and risky night... but, Keith's idea of photographs is a great one! I would do that before taking live roaches.