Adapted for NEW microwave - put some frozen carbon dioxide in the microwave. Put microwave in a large ice chest with lid barely cracked enough for air to escape the top. Leave in 24 hours - roach will either asphyxiate or leave the microwave. But - nobody can tip the ice chest or there will be air mixing in as the carbon dioxide flows out.
Or seal the top with plastic and make only tiny pinholes for air to escape as carbon dioxide ice becomes carbon dioxide gas - the double sided tape & the shrink to fit plastic storm windows film & a hair dryer. After shrinking to fit - needle holes here & there for gas to escape. Too soon and you risk the plastic ripping as it shrinks....
That's the one I'd try. I don't know where VorFemme or the poster with the roach problem is, but in the US frozen carbon dioxide is sold as "Dry Ice". Its available at nicer grocery stores for, last time I checked, about $1.50/lb. Wholesale its closer to $0.70/lb. Its COLD, dangerously, keep-your-hands-off-it cold. -79C = -109F. Wear gloves when you handle it. Bring a cooler when you buy it.
Another option for the container would be a large cardboard box lined with a large plastic garbage bag. Tie the top of the bag with a loose overhand knot to hold the gas in without holding too much in.
Carbon dioxide won't support life. Do this treatment outside, away from humans and any animal you don't want to kill.
(I do Science is Fun presentation that uses dry ice.)