I have heard a roughly two inch thin vaseline layer works better than a thick barrier so that could be it, it may also have to do with the temperature of the vaseline. Generally what I hear about this is to simply keep them in a sealable enclosure with lots of tiny air holes. Good luck =)
Yes, it seems they are best kept in a Sterlite gasket container with tiny holes and wide Vaseline barrier. Centipede Uncivil created a thread entitled "Oxyhaloa duesta" and many people have offered great advice with these guys...I would check there for additional info
watch out with the holes you make, the L1 nymphs are tiny...
I keep them in a plastic box (BraPlast) with two big holes covered with extremely fine metal mesh
I also keep mine in a sterlite gasket bin but I have mesh screen hot glued on top. You could also try PTFE or 100% silicone grease, but I'm not sure if they would work better than regular vaseling. I don't think they will establish in your house because they need higher temperatures to breed.