Phyllobates (except probably lugubris), larger Ameerga, and sometimes Epipedobates and Galacs will go for them. While the larger Dendrobates are around the same sizes as the before mentioned groups, the dubia nymphs seem just a little *too* large - they may go after them but stink at actually getting them in their mouths! Then you just end up with roaches all over the tank...
Bowl feeding with a glazed ceramic bowl has been the best for me. Once the frogs figure out when you've dumped food in it they head over and start stuffing their faces LOL. I think the fact that the frogs that take larger food items tend to grab and hold (with mouths and limbs if needed) rather than just flicking their tongues is why they are so much better at feeding on them. The nymphs are just heavy enough to flick off tongues if nothing else is involved!
If you use a dish and leave it in there, remember to wipe the bowl clean before you put the roaches in - they are VERY good at finding anything they can grip, and only nice clean smooth glass will keep them in place! Removing the bowl when they are done and cleaning it is probably a good idea.