This actually happened a couple of years ago, but the memory is burned into my brain:
You know that I love you, and I think it's *adorable* when you bring your toys into bed to play with while I'm reading at the end of the day, but PLEASE make sure they're dead first!!
Your very upset mama who was up until 2am trying to find the critter.
Note: It wasn't a roach, but my apartment had these large beetles for a little while, and she brought one of them up to play with!! I found the body later, but not until the whole night was lost while looking.