are cockroaches bad for younger crested geckos?

My juvenile crested gecko has been refusing to eat roaches, no matter how I feed them to him. I can't really place them on a table and let my crested gecko do his thing because the roach runs away too quickly. And he refuses to eat from tongs... he barely even eats his own food, I think. Not enough for him to leave a noticeable dent in it as if he did eat it. Don't know though. I've had to mix in calcium and other vitamins with his powder food in order for him to actually eat them because well.. live food doesn't work. Should I resort to other foods? Maybe my hands are too shaky... not sure.