I'm planning to start a small B. dubia colony. My scorp will get a bigger terrarium in a few months, and I'll use the old cage to breed the roaches.
But... I don't know whether my Heterometrus petersii will accept roaches. She hasn't eaten anything since I bought her January 26th, and I foolishly forgot to ask the seller at the fair what they used to feed her. I keep trying crickets (that's all I have right now, my grasshoppers all died). Anyway, the fact that she hasn't eaten is not really my concern. I heard that it's quite normal for a scorp to refuse food for several weeks/months.
However, I AM concerned about this: would she catch and eat a right-sized roach if she were hungry, even if she doesn't like them? Or would she rather starve herself? I doubt an invert could be capable of committing suicide, but you never know.. And I read about tarantulas that didn't notice the roaches when they played dead. I know that scorpions hunt with some different senses, but I fear that could be a problem as well.
By the way: though a colony of roaches seems a bit odd for one lonely scorp, I intend to eat the excess roaches myself. They are said to be quite tasty, and I have no problem eating bugs. Crickets, grasshoppers, mealworms, you name it.