Yes
Mexican cuisine does not have a whole lot of roaches but is common in some areas as a topping or a snack to enjoy. This may come as a surprise, but cockroaches have an abnormally high protein content, which can pack a lot of sustainability into one's diet, especially for those who are struggling with putting on muscle or have naturally high metabolisms. Cockroaches are most often added to nachos as toppings, or even eaten in certain taco recipes.
Depending on the region, certain other cuisines include roaches. For example, much like the people of Vietnam, it is common for some households to roast cockroaches over an open flame, and then add them to tacos and tortillas. If there are no tortillas around, the same roasted cockroaches can be added to salads as a primary protein source or added to traditional rice and beans to improve the texture and flavor.
China remains one of the highest consumers of exotic foods in the world, and cockroaches are no exception. China is the number one consumer of cockroaches on the planet. Because of its smaller size, it is most often served as a snack or topping to a lacking dish. What is interesting to note is that certain Chinese healthcare can include cockroaches as traditional medicine. In the Guangdong province, cockroaches are sold by street vendors who roast them over charcoal fires.
They are also popular in night markets as well, where it is customary to offer both prepared and live animals. Cockroaches can be purchased live, or you can pay an additional fee for the vendor to kill and prepare them for eating for you. China has specialized vendors which also sell other similar insects, such as centipedes, cicadas, and crickets.