I would recommend getting an airtight container, like a storage bin, then cutting a hole in the top and covering it with mesh that has very small holes- too small for babies to get through. It's true that roaches don't need a lot of O2, but if you have a very large colony, they can use up a surprising amount of air. One time I was cleaning a bin and put twenty or thirty Giant Lobster Roaches in an airtight plastic container for 2 hours, and when I came back, they were on their backs, twitching and motionless. I quickly removed the lid and fanned them with fresh air, then they slowly got better.