Very cool. I've never had a male try and fly yet, I've almost lost one up my sleeve though, lol.
I used easy release painters tape to hold a chilled specimen's wings open. You still need to be careful though because they are very delicate. To remove the tape put it in the freezer with the roach and all and it will come off clean. Pin down the wing near the tape when you remove it though otherwise you could pull off the wing or tear it.
Btw your little males look just like mine. I'm almost certain they are Parcoblatta virginica, jet waiting on conformation from Mr. Carlson.