As Sdaji says cockroaches ( be aware we are talking about native Australian roaches called woodies which aren't like the filthy things in your kitchen) aren't the only feed option for dragons,they also like crickets,superworms,black soldier fly larvae and silkworms are also a great choice. All of which you can breed yourself if you choose. Which as Sdaji also says are educational for your children.
Woodies are great feeders and super easy to breed.
Just be aware they are VERY FAST moving and bloody hard to contain , when I've had them I've had just as many escape as I've managed to feed to the skinks and dragons and gecko.
IMO more bother than they are worth , crickets are much easier to contain and manage.
Feeders for the skink or dragon
mealworms for treats - all stages ( lavae, pupae and beetles are all favs for my gang )
superworms ( some use as staple feeders , better used as treats ( like mealworms ) ) , all stages are useable as feeders ( worms, pupae, beetles )
crickets ( I feed mine dry repcal adult dragon pellets & carrot ,and gut load with buk or puk choy ), great staple feeder if gutloaded and dusted with calcium powder.
BSFL , all stages are useable ( buy mine from Biosupplies , come much cleaner than LiveFoods sent BSFL )
Silkworms , moths and cateplllars are great feeders ( make sure to remove worm poo and dropped food fragments daily , if it goes moldy it'll kill all your silkworms almost overnight. Get the silkworms as eggs , hatch them and raise them on chow or fresh mulberry leafs, if you let some become cocoons and them moths, you'll never need to buy silkworms ever again as you'll get up to 400 eggs from each female moth. Kids can make a little cottage industry of breeding silkworms and earn some serious pocket money by selling surplus eggs, unhatched cocoons and surplus worms on Gumtree or Ebay or even here ( lots of people who have lizards want them but cant be bothered breeding their own ).
my 5c , for kids , it's hard to beat a bluetongue skink as the starter.