I hear what your saying, but If it were me, I don't think I would worry about it. Unless of course the roaches became an infestation. Then I probably wouldn't like that too much. I never had them anywhere else in the coop, but under their feeder. I'm in Az, so I think they go under the feeder...
I have roaches in my coop under my feeder. Every morning when I open my coop to let the chickens out, I lift up the feeder and breakfast is served! My chickens know and they wait for me to do this every morning. I don't think the roaches will hurt the chickens, and maybe eventually they will...